BUG: __getitem__ raise blank KeyError for IntervalIndex and missing keys
- [x] closes #27365
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Without ``tolist`` error would look like ``KeyError: array([6])``