pd.MultiIndex.get_loc(np.nan)
#### Code Sample, a copy-pastable example if possible

```python
In [2]: mi = pd.MultiIndex.from_product([[np.nan, 1]] * 3)

In [3]: mi.get_loc(np.nan)
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
/home/pietro/nobackup/repo/pandas/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
   2513             try:
-> 2514                 return self._engine.get_loc(key)
   2515             except KeyError:

/home/pietro/nobackup/repo/pandas/pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas/_libs/index.c:5834)()

/home/pietro/nobackup/repo/pandas/pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas/_libs/index.c:5639)()

/home/pietro/nobackup/repo/pandas/pandas/_libs/index_class_helper.pxi in pandas._libs.index.Int64Engine._check_type (pandas/_libs/index.c:19008)()

KeyError: nan

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
<ipython-input-3-641c024055e9> in <module>()
----> 1 mi.get_loc(np.nan)

/home/pietro/nobackup/repo/pandas/pandas/core/indexes/multi.py in get_loc(self, key, method)
   2121 
   2122         if not isinstance(key, tuple):
-> 2123             loc = self._get_level_indexer(key, level=0)
   2124             return _maybe_to_slice(loc)
   2125 

/home/pietro/nobackup/repo/pandas/pandas/core/indexes/multi.py in _get_level_indexer(self, key, level, indexer)
   2411         else:
   2412 
-> 2413             loc = level_index.get_loc(key)
   2414             if isinstance(loc, slice):
   2415                 return loc

/home/pietro/nobackup/repo/pandas/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
   2514                 return self._engine.get_loc(key)
   2515             except KeyError:
-> 2516                 return self._engine.get_loc(self._maybe_cast_indexer(key))
   2517 
   2518         indexer = self.get_indexer([key], method=method, tolerance=tolerance)

/home/pietro/nobackup/repo/pandas/pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas/_libs/index.c:5834)()

/home/pietro/nobackup/repo/pandas/pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc (pandas/_libs/index.c:5639)()

/home/pietro/nobackup/repo/pandas/pandas/_libs/index_class_helper.pxi in pandas._libs.index.Int64Engine._check_type (pandas/_libs/index.c:19008)()

KeyError: nan

```

#### Problem description

Opening a separate issue from #18485 (full label containing NaN) because, differently from that, this is _not_ fixed by #19074.

xref #5286 because they are probably worth testing together.

#### Expected Output

``slice(0, 4, None)``

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.5.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.9.0-5-amd64
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: en_GB.UTF-8
LOCALE: en_GB.UTF-8

pandas: 0.22.0.dev0+448.gdbec3c92e
pytest: 3.0.6
pip: 9.0.1
setuptools: 33.1.1
Cython: 0.25.2
numpy: 1.12.1
scipy: 0.18.1
pyarrow: None
xarray: None
IPython: 5.2.2
sphinx: None
patsy: 0.4.1+dev
dateutil: 2.6.0
pytz: 2016.10
blosc: None
bottleneck: 1.2.0
tables: 3.3.0
numexpr: 2.6.1
feather: 0.3.1
matplotlib: 2.0.0
openpyxl: 2.3.0
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: None
lxml: 3.7.1
bs4: 4.5.3
html5lib: 0.999999999
sqlalchemy: 1.0.15
pymysql: None
psycopg2: None
jinja2: 2.8
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None


</details>
