对f-strings使用列表解析：

mux = pd.MultiIndex.from_tuples([('Name','Name'),
                                 ('Measurement Point','Measurement Point'),
                                 ('Test Item','Test Item'),
                                 ('Criterion','Min')])
df = pd.DataFrame(index=[0], columns=mux)
print(df)
  Name Measurement Point Test Item Criterion
  Name Measurement Point Test Item       Min
0  NaN               NaN       NaN       NaN

df.columns = [f'{a}|{b}' if a!=b else a for a, b in df.columns]

print(df)
  Name Measurement Point Test Item Criterion|Min
0  NaN               NaN       NaN           NaN

编辑：如果需要组合MultiIndex和Index，则不可能。
如果两个级别中的值相同，则可以将其替换为空字符串：

mux = pd.MultiIndex.from_tuples([('Name','Name'),
                                 ('Measurement Point','Measurement Point'),
                                 ('Test Item','Test Item'),
                                 ('Criterion','Min')])
df = pd.DataFrame(index=[0], columns=mux)
print(df)
  Name Measurement Point Test Item Criterion
  Name Measurement Point Test Item       Min
0  NaN               NaN       NaN       NaN

df.columns = pd.MultiIndex.from_tuples([(a,b) if a!=b else (a,'') for a, b in df.columns])

#seems looks OK   
print(df)
  Name Measurement Point Test Item Criterion
                                         Min
0  NaN               NaN       NaN       NaN

#real MultiIndex values
print(df.columns)
MultiIndex([(             'Name',    ''),
            ('Measurement Point',    ''),
            (        'Test Item',    ''),
            (        'Criterion', 'Min')],
           )

另一个想法是通过set_index手动将列名设置为MultiIndex：

df = df.set_index([('Name','Name'),
                   ('Measurement Point','Measurement Point'),
                  ('Test Item','Test Item')])

df.index.names = [list(x)[0] for x in df.index.names]

print(df)
                                 Criterion
                                       Min
Name Measurement Point Test Item          
NaN  NaN               NaN             NaN

print(df.columns)
MultiIndex([('Criterion', 'Min')],
           )
             
print(df.index)
MultiIndex([(nan, nan, nan)],
           names=['Name', 'Measurement Point', 'Test Item'])