BUG: MultiIndex.drop_duplicates() drops names

[seth-p]

In [12]: import pandas as pd

In [13]: mi = pd.MultiIndex.from_tuples([('A','a',1), ('A','a',2)],
                                        names=['Upper','Lower','Num'])

In [14]: mi.drop_duplicates()
Out[14]:
MultiIndex(levels=[['A'], ['a'], [1, 2]],
           labels=[[0, 0], [0, 0], [0, 1]])

In [16]: mi.names
Out[16]: FrozenList(['Upper', 'Lower', 'Num'])

In [18]: mi.drop_duplicates().names
Out[18]: FrozenList([None, None, None])

[seth-p]

Index.drop_duplicates() similarly drops its name:

In [69]: idx = pd.Index([3, 4, 5, 3], name='foo')

In [70]: idx
Out[70]: Int64Index([3, 4, 5, 3], dtype='int64', name='foo')

In [71]: idx.drop_duplicates()
Out[71]: Int64Index([3, 4, 5], dtype='int64')

In [72]: idx.drop_duplicates().name