Nested list multi-index fix

[harri471]

• closes Dataframe constructor misinterprets columns argument if nested list is passed in as the data parameter. #14467
• tests added / passed
• passes black pandas
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

[pep8speaks]

Hello @harri471! Thanks for opening this PR. We checked the lines you've touched for PEP 8 issues, and found:

• In the file pandas/tests/indexes/multi/test_nested_list_data.py:

Line 12:1: E302 expected 2 blank lines, found 1
Line 14:3: E111 indentation is not a multiple of four
Line 17:23: E128 continuation line under-indented for visual indent
Line 17:43: E226 missing whitespace around arithmetic operator
Line 18:23: E128 continuation line under-indented for visual indent
Line 18:46: E226 missing whitespace around arithmetic operator
Line 21:23: E128 continuation line under-indented for visual indent
Line 21:43: E226 missing whitespace around arithmetic operator
Line 22:23: E128 continuation line under-indented for visual indent
Line 22:46: E226 missing whitespace around arithmetic operator
Line 25:3: E111 indentation is not a multiple of four
Line 27:50: E226 missing whitespace around arithmetic operator
Line 29:23: E128 continuation line under-indented for visual indent
Line 29:43: E226 missing whitespace around arithmetic operator
Line 30:23: E128 continuation line under-indented for visual indent
Line 33:23: E128 continuation line under-indented for visual indent
Line 33:43: E226 missing whitespace around arithmetic operator
Line 34:23: E128 continuation line under-indented for visual indent
Line 34:46: E226 missing whitespace around arithmetic operator
Line 37:3: E111 indentation is not a multiple of four
Line 40:7: E111 indentation is not a multiple of four
Line 41:25: E128 continuation line under-indented for visual indent
Line 41:45: E226 missing whitespace around arithmetic operator
Line 42:25: E128 continuation line under-indented for visual indent
Line 42:48: E226 missing whitespace around arithmetic operator
Line 42:62: W292 no newline at end of file