revert previous changes

Author: parthava-adabala

doc/source/whatsnew/v3.0.0.rst

@@ -1132,7 +1132,6 @@ Interval
 
 Indexing
 ^^^^^^^^
-- Bug in :func:`pandas.concat` incorrectly constructing the :class:`MultiIndex` when an inner level contained :obj:`pandas.NA` with :class:`pandas.Int64Dtype`, causing a :exc:`KeyError` on lookup (:issue:`62903`)
 - Bug in :meth:`DataFrame.__getitem__` returning modified columns when called with ``slice`` in Python 3.12 (:issue:`57500`)
 - Bug in :meth:`DataFrame.__getitem__` when slicing a :class:`DataFrame` with many rows raised an ``OverflowError`` (:issue:`59531`)
 - Bug in :meth:`DataFrame.__setitem__` on an empty :class:`DataFrame` with a tuple corrupting the frame (:issue:`54385`)

pandas/core/reshape/concat.py

@@ -990,9 +990,8 @@ def _make_concat_multiindex(indexes, keys, levels=None, names=None) -> MultiInde
         new_levels.extend(new_index.levels)
         new_codes.extend(np.tile(lab, kpieces) for lab in new_index.codes)
     else:
-        levels_for_index = new_index.unique().dropna()
-        new_levels.append(levels_for_index)
-        single_codes = levels_for_index.get_indexer(new_index)
+        new_levels.append(new_index.unique())
+        single_codes = new_index.unique().get_indexer(new_index)
         new_codes.append(np.tile(single_codes, kpieces))
 
     if len(new_names) < len(new_levels):

pandas/tests/indexes/multi/test_constructors.py

@@ -344,24 +344,6 @@ def test_from_arrays_respects_none_names():
     tm.assert_index_equal(result, expected)
 
 
-def test_concat_int64dtype_na_multiindex_lookup():
-    levels1 = ["a", "b"]
-    levels2 = Series([1, 2, pd.NA], dtype=pd.Int64Dtype())
-    index1 = MultiIndex.from_product([levels1, levels2], names=["one", "two"])
-    series1 = Series([f"{i1}-{i2}" for i1, i2 in index1], index=index1)
-    series2 = pd.concat(
-        [series1.loc[i1] for i1 in levels1], keys=levels1, names=["one"]
-    )
-    lookup_key = ("a", pd.NA)
-    result = series2.at[lookup_key]
-    assert result == "a-<NA>"
-    level_two = series2.index.levels[1]
-    codes_two = series2.index.codes[1]
-    assert level_two.hasnans is False
-    assert codes_two[2] == -1
-    assert codes_two[5] == -1
-
-
 # ----------------------------------------------------------------------------
 # from_tuples
 # ----------------------------------------------------------------------------