Add argument back in

Author: phofl

pandas/io/parsers/base_parser.py

@@ -487,7 +487,7 @@ def _make_index(self, data, alldata, columns, indexnamerow=False):
             index = index.set_names(indexnamerow[:coffset])
 
         # maybe create a mi on the columns
-        columns = self._maybe_make_multi_index_columns(columns)
+        columns = self._maybe_make_multi_index_columns(columns, self.col_names)
 
         return index, columns