BUG/TST raise a more detailed error when GH6169 occurs, added a test
Raise a detailed error when a `columns` argument is passed through 'where' to
select a multiIndexed Dataframe from an HDF store. Wrote a test
showcasing the bug

```
modified:   pandas/io/pytables.py
modified:   pandas/io/tests/test_pytables.py
```
