BUG: MultiIndex.symmetric_difference not keeping ea dtype

[phofl]

• closes #xxxx (Replace xxxx with the Github issue number)
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

       before           after         ratio
     [b5632fb3]       [811faf6b]
     <deprecation_notes~1>       <sym_diff>
-     16.0±0.09ms      11.0±0.08ms     0.69  multiindex_object.SetOperations.time_operation('monotonic', 'string', 'symmetric_difference')
-      16.4±0.4ms       10.9±0.1ms     0.66  multiindex_object.SetOperations.time_operation('non_monotonic', 'string', 'symmetric_difference')
-      15.2±0.4ms       9.78±0.2ms     0.64  multiindex_object.SetOperations.time_operation('non_monotonic', 'int', 'symmetric_difference')
-      15.8±0.1ms       10.1±0.2ms     0.64  multiindex_object.SetOperations.time_operation('non_monotonic', 'datetime', 'symmetric_difference')
-      15.1±0.1ms      9.40±0.08ms     0.62  multiindex_object.SetOperations.time_operation('monotonic', 'int', 'symmetric_difference')
-      15.8±0.1ms      9.79±0.04ms     0.62  multiindex_object.SetOperations.time_operation('monotonic', 'datetime', 'symmetric_difference')

[mroeschke]

Thanks @phofl