Backport PR pandas-dev#25371: Remove spurious MultiIndex creation in _set_axis_name (pandas-dev#25372)

Author: meeseeksmachine

pandas/core/generic.py

@@ -1331,7 +1331,6 @@ def _set_axis_name(self, name, axis=0, inplace=False):
                cat        4
                monkey     2
         """
-        pd.MultiIndex.from_product([["mammal"], ['dog', 'cat', 'monkey']])
         axis = self._get_axis_number(axis)
         idx = self._get_axis(axis).set_names(name)