Seems surprising, I thought `.name` would come along. ``` python In [31]: idx = pd.MultiIndex.from_product([['A'], ['a', 'b', 'c']]) In [32]: idx.name = 'foo' In [33]: idx2 = idx.set_names(['l1', 'l2']) In [34]: idx2.name ``` Bug, or user error since MultiIndex.name isn't all that useful?