GH-33473 [Python] Fix KeyError on Pandas roundtrip with RangeIndex in MultiIndex (#39983)

### Rationale for this change
Fixes bug when round-tripping to Pandas with a specific combination of indices

### Are these changes tested?
Yes

### Are there any user-facing changes?
No

I don't know if this counts as a a "Critical Fix". Without it, `Table.from_pandas()` can return a table which cannot be converted back with `table.to_pandas()` due to a column missing from the `"pandas"` field in the table metadata. 
* Closes: #33473

Authored-by: Eirik B. Stavestrand <[email protected]>
Signed-off-by: Will Ayd <[email protected]>

Author: eirki

python/pyarrow/pandas_compat.py

@@ -221,8 +221,14 @@ def construct_metadata(columns_to_convert, df, column_names, index_levels,
         # see https://github.com/apache/arrow/pull/44963#discussion_r1875771953
         column_field_names = [str(name) for name in column_names]
 
-    num_serialized_index_levels = len([descr for descr in index_descriptors
-                                       if not isinstance(descr, dict)])
+    serialized_index_levels = [
+        (level, descriptor)
+        for level, descriptor in zip(index_levels, index_descriptors)
+        if not isinstance(descriptor, dict)
+    ]
+
+    num_serialized_index_levels = len(serialized_index_levels)
+
     # Use ntypes instead of Python shorthand notation [:-len(x)] as [:-0]
     # behaves differently to what we want.
     ntypes = len(types)
@@ -240,13 +246,9 @@ def construct_metadata(columns_to_convert, df, column_names, index_levels,
     index_column_metadata = []
     if preserve_index is not False:
         non_str_index_names = []
-        for level, arrow_type, descriptor in zip(index_levels, index_types,
-                                                 index_descriptors):
-            if isinstance(descriptor, dict):
-                # The index is represented in a non-serialized fashion,
-                # e.g. RangeIndex
-                continue
-
+        for (level, descriptor), arrow_type in zip(
+            serialized_index_levels, index_types
+        ):
             if level.name is not None and not isinstance(level.name, str):
                 non_str_index_names.append(level.name)
 

python/pyarrow/tests/test_pandas.py

@@ -345,6 +345,14 @@ def test_multiindex_doesnt_warn(self):
             )
             _check_pandas_roundtrip(df, preserve_index=True)
 
+    def test_multiindex_rangeindex(self):
+        # https://github.com/apache/arrow/issues/33473
+        multiindex = pd.MultiIndex.from_arrays(
+            [pd.RangeIndex(0, 2), pd.Index([1, 2])]
+        )
+        df = pd.DataFrame(pd.Series([1, 2], name="a"), index=multiindex)
+        _check_pandas_roundtrip(df, preserve_index=None)
+
     def test_integer_index_column(self):
         df = pd.DataFrame([(1, 'a'), (2, 'b'), (3, 'c')])
         _check_pandas_roundtrip(df, preserve_index=True)