TST: GH39984 Addition to tests

pandas/tests/indexes/multi/test_constructors.py

@@ -5,8 +5,11 @@
 import itertools
 
 import numpy as np
+import pyarrow as pa
 import pytest
 
+from pandas.compat import pa_version_under1p01
+
 from pandas.core.dtypes.cast import construct_1d_object_array_from_listlike
 
 import pandas as pd
@@ -647,6 +650,26 @@ def test_from_frame():
     result = MultiIndex.from_frame(df)
     tm.assert_index_equal(expected, result)
 
+
+@pytest.mark.skipif(pa_version_under1p01)
+def test_from_frame_missing_values_multiIndex():
+    # GH 39984
+    df = pd.DataFrame(
+        {
+            "a": Series([1, 2, None], dtype="Int64"),
+            "b": pd.Float64Dtype().__from_arrow__(pa.array([0.2, np.nan, None])),
+        }
+    )
+    multi_indexed = MultiIndex.from_frame(df)
+    expected = MultiIndex.from_arrays(
+        [
+            Series([1, 2, None]).astype("Int64"),
+            pd.Float64Dtype().__from_arrow__(pa.array([0.2, np.nan, None])),
+        ],
+        names=["a", "b"],
+    )
+    tm.assert_index_equal(multi_indexed, expected)
+
 
 @pytest.mark.parametrize(
     "non_frame",