Bug in loc raised Error when non-integer slice was given for MultiIndex
- [x] closes #25165
- [x] closes #24263
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

A slice return caused issues everywhere, when this function was used. So I unpacked it right in there.