Ensure no auto index is created when a kdim is part of a multi index

[maximlt]

Fixes #6298

Code

import numpy as np
import pandas as pd
import holoviews as hv

hv.extension('bokeh')

dti = pd.date_range(start='1/1/2018', end='1/08/2018')

other = list(range(len(dti)))

t = pd.DataFrame(
    dict(
        n=range(5, len(dti) + 5),
        m=range(10, len(dti) + 10),
    )
)
dfm = pd.MultiIndex.from_frame(t)
df = pd.DataFrame(np.random.randn(len(dfm)), index=dfm, columns=['test'])
df.head()

p = hv.Curve(df, 'm', 'test')
p

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 88.52%. Comparing base (febe075) to head (19bcee8).

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #6299   +/-   ##
=======================================
  Coverage   88.52%   88.52%           
=======================================
  Files         323      323           
  Lines       67996    67999    +3     
=======================================
+ Hits        60193    60196    +3     
  Misses       7803     7803           

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[github-actions]

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