BUG: _compute_axis_labels_and_lengths works wrong with MultiIndex in some cases

[anmyachev]

#4601 found the following problem:

If we have a MultiIndex, but the first partition is empty, which may happen when
the dataframe is small, `_compute_axis_labels_and_lengths` will return us a flattened
MultiIndex - i.e. an Index consisting of tuples. This is because the MultiIndex from
the remaining partitions is appended to an empty flat Index, which results in a
flattened index. To work around this, we need to convert this flattened Index back
into a MultiIndex.