Indexing MultiIndex level depends on chosen level
#### Code Sample, a copy-pastable example if possible

```
In [2]: ss = pd.Series(range(4),
   ...:                index=pd.MultiIndex.from_product([[1,2], [1,2]]))

In [3]: ss.loc[:, 1].index.__class__
Out[3]: pandas.indexes.numeric.Int64Index

In [4]: ss.loc[1,:].index.__class__
Out[4]: pandas.indexes.multi.MultiIndex
```
#### Expected Output

The first: the level I am indexing on should disappear from the index.

This is related to http://stackoverflow.com/q/36459311/2858145 (I think)
#### output of `pd.show_versions()`

```
In [5]: pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.10.final.0
python-bits: 64
OS: Linux
OS-release: 4.4.0-1-amd64
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: it_IT.utf8

pandas: 0.18.0+88.g5e11243.dirty
nose: 1.3.6
pip: 1.5.6
setuptools: 18.4
Cython: 0.23.2
numpy: 1.10.4
scipy: 0.16.0
statsmodels: 0.8.0.dev0+755fa81
xarray: None
IPython: 2.4.1
sphinx: 1.3.1
patsy: 0.3.0-dev
dateutil: 2.2
pytz: 2012c
blosc: None
bottleneck: None
tables: 3.2.2
numexpr: 2.4.3
matplotlib: 1.5.0rc2
openpyxl: 2.3.0
xlrd: 0.9.4
xlwt: 0.7.5
xlsxwriter: 0.7.3
lxml: 3.4.4
bs4: 4.4.0
html5lib: 0.999
httplib2: 0.9.1
apiclient: None
sqlalchemy: 1.0.11
pymysql: None
psycopg2: 2.6.1 (dt dec mx pq3 ext lo64)
jinja2: 2.8
boto: 2.38.0
pandas_datareader: None
```
