Row assignment by multi-index label not working in 0.24.1
#### Code Sample, a copy-pastable example if possible

I uses to be able to assign to a series like so:

```
import pandas as pd
pd.Series()["aaa"]= True        # regular indexing
pd.Series().loc["aaa"]= True        # regular indexing
pd.Series()[("aaa",123)]= True  # Multi indexing
pd.Series().loc[("aaa",123)]= True  # Multi indexing
```

but in pandas 0.24.1:

```
pd.Series()[("aaa",123)]= True
pd.Series().loc[("aaa",123)]= True
```

both give me:

```
KeyError: u"None of [Index([u'aaa', 1], dtype='object')] are in the [index]"
```
Was assignment of new rows by multiindex intentionally removed?

#### Problem description

Assignment by multiindex no longer works after upgrading from 0.24.1 from 0.22.0

#### Expected Output

Should not assert.

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.15.candidate.1
python-bits: 64
OS: Linux
OS-release: 4.15.0-45-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: None.None

pandas: 0.24.1
pytest: None
pip: 18.1
setuptools: 40.6.2
Cython: 0.29.1
numpy: 1.16.1
scipy: 1.2.0
pyarrow: None
xarray: None
IPython: 5.0.0
sphinx: None
patsy: 0.5.1
dateutil: 2.6.0
pytz: 2016.10
blosc: None
bottleneck: None
tables: None
numexpr: 2.6.8
feather: None
matplotlib: 2.1.0
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml.etree: 4.2.1
bs4: 4.6.0
html5lib: 0.9999999
sqlalchemy: 1.2.17
pymysql: None
psycopg2: 2.7.7 (dt dec pq3 ext lo64)
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
gcsfs: None

</details>
