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fix pandas-dev#39686 - Remove mention that on with MultiIndex is supported with Rolling Groupby
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pandas/core/window/rolling.py

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@@ -732,7 +732,7 @@ class Window(BaseWindow):
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Provide a window type. If ``None``, all points are evenly weighted.
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See the notes below for further information.
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on : str, optional
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For a DataFrame, a datetime-like column or MultiIndex level on which
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For a DataFrame, a datetime-like column or Index level on which
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to calculate the rolling window, rather than the DataFrame's index.
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Provided integer column is ignored and excluded from result since
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an integer index is not used to calculate the rolling window.

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