[FEA] Allow ColumnAccessor to track MultiIndex levels that are Categorical or RangeIndex

**Is your feature request related to a problem? Please describe.**
Currently, `DataFrame.columns` that is a `MultiIndex` will not correctly return levels that are `Categorical` or wrapped in a `RangeIndex` like pandas. This is because dtype inference in done by pandas but cannot infer the above points:

https://github.com/rapidsai/cudf/blob/5039d043a08e7ea7e5656bab60a6fced4dfa2f1d/python/cudf/cudf/core/column_accessor.py#L265

**Describe the solution you'd like**
`ColumnAccessor` will probably need to track whether each level was created by a `Index` or `CategoricalIndex` or `RangeIndex` in order for `DataFrame.columns` to not lose this information.

**Describe alternatives you've considered**
Not sure...

**Additional context**
Add any other context, code examples, or references to existing implementations about the feature request here.