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Reproducible Example

data = """a,b
1,2"""

pd.read_csv(StringIO(data), header=[0, 1, 2], engine="python")

This creates a MultiIndex with 2 levels

While the c engine raises


pandas.errors.ParserError: Passed header=[0,1,2], len of 3, but only 2 lines in file

Issue Description

They should be consistent, since the c engine is more widely used, I would propose adapting the behavior to raise for the python engine. We've deprecated this behavior for usecols and will raise starting with 2.0. We should do something similar here.

Expected Behavior

Both engines should be consistent

Installed Versions