BUG: DataFrame.drop() does nothing for non-unique Datetime MultiIndex
- [x] closes #12701
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

Closes #12701

Follows the suggested fix in the comments to the bug report.
Also added a line in whatsnew and a test.

Regarding the tests it passes the one I added. But I just noticed that plenty others fail and I have yet to find out whether it's caused by this (who knows, it might)
Update: It's the same tests failing on master branch as on this one (phew..). I guess the errors deserve bug reports but that's for another time.
