Bug in loc not raising KeyError with MultiIndex containing no longer used levels
- [x] closes #41170
- [x] closes #40235
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

stumbled across a bug in MultiIndex.reindex, which caused the ValueError from the op