Assigning non-dimension coordinates does not conserve MultiIndex type

What happened:
Assigning a new non-dimension coordinate of type MultiIndex to a Dataset/DataArray returns an object that has the new coordinate as type Object instead of MultiIndex.

What you expected to happen:
Adding a MultiIndex as a dimension coordinate to a Dataset keeps the type. It should be the same for non-dimension.

Minimal Complete Verifiable Example:

import numpy as np
import pandas as pd
import xarray as xr

ds = xr.Dataset(
    data_vars={'foo': (['x', 'y'], np.random.rand(2, 2))},
    coords={'x': [1, 2], 'y': [1, 2]}
)
idx = pd.MultiIndex.from_arrays([['a', 'b'], [5, 6]])

ds.assign_coords({'z': idx}) # Conserves MultiIndex type
ds.assign_coords({'z': ('x', idx)}) # Does not conserve MultiIndex type

Anything else we need to know?:

Environment:

Start by running the minimal example using Dataset.assign_coords with a pandas MultiIndex, then trace the assign_coords path for tuple-based coordinates. Done means the ('x', idx) form preserves the MultiIndex type like the direct form, with regression coverage for both cases.