BUG: Bug in loc raised ValueError when setting value via boolean list
- [x] closes #20438
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Not quite sure if conversion to numpy array is necessary, but ``is_dtype_bool`` does not accept lists
