Add gh reference and whatsnew

Author: phofl

doc/source/whatsnew/v1.3.0.rst

@@ -256,6 +256,7 @@ MultiIndex
 - Bug in :meth:`DataFrame.drop` raising ``TypeError`` when :class:`MultiIndex` is non-unique and no level is provided (:issue:`36293`)
 - Bug in :meth:`MultiIndex.equals` incorrectly returning ``True`` when :class:`MultiIndex` containing ``NaN`` even when they are differntly ordered (:issue:`38439`)
 - Bug in :meth:`MultiIndex.intersection` always returning empty when intersecting with :class:`CategoricalIndex` (:issue:`38653`)
+- Bug in :meth:`MultiIndex.union` dropping duplicates from result (:issue:`38977`)
 
 I/O
 ^^^

pandas/tests/indexes/multi/test_setops.py

@@ -486,15 +486,15 @@ def test_intersection_different_names():
 
 
 def test_union_nan_got_duplicated():
-    # GH
+    # GH#38977
     mi1 = MultiIndex.from_arrays([[1.0, np.nan], [2, 3]])
     mi2 = MultiIndex.from_arrays([[1.0, np.nan, 3.0], [2, 3, 4]])
     result = mi1.union(mi2)
     tm.assert_index_equal(result, mi2)
 
 
 def test_union_duplicates(index):
-    # GH
+    # GH#38977
     # Index has to be sorted as of now.
     if index.empty or isinstance(index, (IntervalIndex, CategoricalIndex)):
         # No duplicates in empty indexes