Bug in xs raising KeyError for MultiIndex columns with droplevel False and list indexe
- [x] closes #41760
- [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

cc @simonjayhawkins Should we include in 1.2.5 or push to 1.3?