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[x] progress towards #27138 \r\n- [x] tests added / passed\r\n- [x] passes `git diff upstream/master -u -- \"*.py\" | flake8 --diff`\r\n- [ ] whatsnew entry\r\n\r\nIn #27138 I proposed doing some changes to ``MultiIndex``, so that the index type can have its data collected in ``_data`` as type ``List[Categorical]``,+ adding ``MultiIndex.arrays`` in order to access each full level as zero-copy ``Categorical``.\r\n\r\nThis is the first part of that proposal, and drops setting the names on the  ``levels[x].name`` attribute and instead sets the names on the ``MultiIndex._names`` attribute.\r\n\r\nThis PR is a minorly backward-breaking change (so would be good to get into 0.25), while the followup will not break anything."},"comment":{"url":"https://api.github.com/repos/pandas-dev/pandas/issues/comments/541916305","html_url":"https://github.com/pandas-dev/pandas/pull/27242#issuecomment-541916305","issue_url":"https://api.github.com/repos/pandas-dev/pandas/issues/27242","id":541916305,"node_id":"MDEyOklzc3VlQ29tbWVudDU0MTkxNjMwNQ==","user":{"login":"TomAugspurger","id":1312546,"node_id":"MDQ6VXNlcjEzMTI1NDY=","avatar_url":"https://avatars3.githubusercontent.com/u/1312546?v=4","gravatar_id":"","url":"https://api.github.com/users/TomAugspurger","html_url":"https://github.com/TomAugspurger","followers_url":"https://api.github.com/users/TomAugspurger/followers","following_url":"https://api.github.com/users/TomAugspurger/following{/other_user}","gists_url":"https://api.github.com/users/TomAugspurger/gists{/gist_id}","starred_url":"https://api.github.com/users/TomAugspurger/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/TomAugspurger/subscriptions","organizations_url":"https://api.github.com/users/TomAugspurger/orgs","repos_url":"https://api.github.com/users/TomAugspurger/repos","events_url":"https://api.github.com/users/TomAugspurger/events{/privacy}","received_events_url":"https://api.github.com/users/TomAugspurger/received_events","type":"User","site_admin":false},"created_at":"2019-10-14T20:55:32Z","updated_at":"2019-10-14T20:55:32Z","author_association":"CONTRIBUTOR","body":"> As I see it, this will for practical purposes keep the names in two locations\r\n\r\nNo, they'll be stored in one place and accessible from two locations. This is the same as on master, only the source of truth and the referring location are swapped.\r\n\r\n---\r\n\r\nw.r.t to potentially deprecating accessing `.levels[n].name`, I think something a bit simpler than https://github.com/pandas-dev/pandas/pull/27242#issuecomment-539607526 is possible. Essentially, make `.name` of the returned object a property that warns before returning the original.\r\n\r\nI think deprecating accessing `levels[n].name` can be done in a followup PR if that's what we want to do."}}
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