ENH: set module on IndexSlice #20215

Job	Run time
Linux-32-bit	3m 20s
Linux-Musl	3m 19s
python-freethreading	3m 33s
python-dev (macOS-13)	1s
python-dev (macOS-14)	1s
python-dev (ubuntu-22.04)	3m 33s
python-dev (windows-latest)	3m 29s
ubuntu-latest actions-310.yaml	3m 37s
Minimum Versions	3m 34s
ubuntu-latest actions-311.yaml	3m 35s
Future infer strings (without pyarrow)	3m 36s
Locale: zh_CN	3m 35s
Downstream Compat	3m 35s
Locale: it_IT	3m 34s
Numpy Dev	3m 34s
Pyarrow Nightly	3m 35s
ubuntu-latest actions-312.yaml	3m 34s
Future infer strings	3m 36s
Pypy	1m 8s
macos-13 actions-310.yaml	1s
macos-13 actions-311.yaml	1s
macos-14 actions-310.yaml	1s
macos-13 actions-312.yaml	1s
macos-14 actions-311.yaml	1s
macos-14 actions-312.yaml	1s
windows-latest actions-311.yaml	3m 17s
windows-latest actions-312.yaml	3m 16s
windows-latest actions-310.yaml	3m 13s
Pyodide build	3m 31s
	1h 11m 12s

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