BUG: fix error message for multiindex.fillna (#60974) #22075

Job	Run time
Pyodide build	23m 3s
Linux-32-bit	18m 30s
Linux-Musl	16m 28s
python-freethreading	23m 41s
python-dev (macOS-13)	22m 32s
python-dev (macOS-14)	13m 6s
python-dev (windows-latest)	21m 46s
python-dev (ubuntu-22.04)	21m 1s
Minimum Versions	23m 8s
Future infer strings (without pyarrow)	42m 9s
Locale: zh_CN	23m 41s
Locale: it_IT	23m 16s
Downstream Compat	5m 56s
Future infer strings	49m 34s
Numpy Dev	16m 46s
Pypy	1m 17s
ubuntu-22.04 actions-310.yaml	47m 31s
ubuntu-22.04 actions-311.yaml	43m 24s
ubuntu-22.04 actions-312.yaml	48m 48s
Pyarrow Nightly	20m 23s
ubuntu-24.04-arm actions-311.yaml	39m 50s
ubuntu-24.04-arm actions-312.yaml	46m 52s
ubuntu-24.04-arm actions-310.yaml	41m 54s
macos-13 actions-311.yaml	22m 51s
macos-13 actions-310.yaml	42m 33s
macos-13 actions-312.yaml	42m 36s
macos-14 actions-310.yaml	18m 31s
macos-14 actions-311.yaml	17m 20s
macos-14 actions-312.yaml	23m 29s
windows-latest actions-311.yaml	34m 32s
windows-latest actions-312.yaml	43m 58s
windows-latest actions-310.yaml	34m 50s
	15h 15m 16s

Provide feedback