perf(python): Speed up from_pandas when converting frame with multi-index columns

[aberres]

[Sorry for screenshots instead of code - I do not have much time right now. I can tweak this PR later if needed.]

Given a frame like this:

Without the patch:

With the patch:

[aberres]

After:

Before:

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 79.26%. Comparing base (e950592) to head (182d37d).
Report is 3 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main   #21063      +/-   ##
==========================================
- Coverage   79.27%   79.26%   -0.01%     
==========================================
  Files        1585     1585              
  Lines      225622   225622              
  Branches     2588     2588              
==========================================
- Hits       178858   178840      -18     
- Misses      46174    46192      +18     
  Partials      590      590              

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[ritchie46]

Thanks!