Update documentation for clarity (#8817)

* Update documentation in dataset.py

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Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>

Author: staadecker

xarray/core/dataset.py

@@ -7266,10 +7266,11 @@ def from_dataframe(cls, dataframe: pd.DataFrame, sparse: bool = False) -> Self:
         Each column will be converted into an independent variable in the
         Dataset. If the dataframe's index is a MultiIndex, it will be expanded
         into a tensor product of one-dimensional indices (filling in missing
-        values with NaN). This method will produce a Dataset very similar to
+        values with NaN). If you rather preserve the MultiIndex use
+        `xr.Dataset(df)`. This method will produce a Dataset very similar to
         that on which the 'to_dataframe' method was called, except with
         possibly redundant dimensions (since all dataset variables will have
-        the same dimensionality)
+        the same dimensionality).
 
         Parameters
         ----------