It is also a bit a matter of preference. Theoretically it's perfectly fine to pass the levels as you're doing. Alternatively, if you need more than just set the levels, but provide further functionalities (i.e. also saving of levels) I normally use a separate class responsible for handling such things (i.e. a Repository, some "Manager" class etc...). This class is then passed into the View on the constructor preferably s.t. one is forced to provide it. Of course, in order to separate things, I use interfaces rather than specific implementations s.t. it may then look as follows:
public class MyView {
public MyView(ILevelLoader levelLoader){
this.levelLoader = levelLoader;
}
...
}
Often, this may not work, because the view is something instantiated by the framework directly rather than by the application. In such a situation you're forced to do it through an appropriate setter. It is some sort of MVC/MVP pattern.
Just for your interest, you might also want to take a look at IoC containers and dependency injection. Guice provided by Google is a nice framework I've already used on Android.