Bug in loc raising KeyError when MultiIndex columns has only one level
- [x] closes #29749
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

@jbrockmendel I think we should check for MultiIndex instead of level number here