BUG: Fix read_csv MultiIndex empty value handling (#59560)

[brandonmonge]

• closes BUG: inconsistency when read_csv reads MultiIndex with empty values #59560 (Fixes inconsistency in read_csv handling of MultiIndex with empty values)

• Tests added and passed
  Added test_multiindex_empty_values_handling in pandas/tests/io/parser/test_index_col.py to validate that read_csv correctly handles MultiIndex with empty values, leaving them as empty strings instead of replacing them with "Unnamed: ...".
  All relevant tests passed successfully.

• All code checks passed.

• Added type annotations to new arguments/methods/functions.

• Added an entry in the latest doc/source/whatsnew/v3.0.0.rst file if fixing a bug or adding a new feature.
  Updated the MultiIndex section with the following entry:

  ```rst
  - :func:`read_csv` now properly handles MultiIndex with empty values by leaving them as empty strings, ensuring consistency in index and column handling (:issue:`59560`).
  ```
  

[mroeschke]

Thanks for the pull request, but it appears to have gone stale. If interested in continuing, please merge in the main branch, address any review comments and/or failing tests, and we can reopen.