Non-intuitive behavior when multi-indexing a Series
Most likely that is not a bug but intended behavior but I find it quite confusing.

Consider the following example
```
idx = pd.IndexSlice
s = pd.Series(index=pd.MultiIndex.from_tuples([('A', '0'), ('A', '1'), ('B', '0')]), 
              data=[21, 22, 23])
s.loc[idx['A', :], :]
```
which gives
```
A  0    21
   1    22
B  0    23
dtype: int64
```
while intuitively, one would expect
```
A  0    21
   1    22
dtype: int64
```
I would expect the latter because that's what you would get with a `pd.DataFrame` where the second `:` is referring to the column index. Not paying attention that the object is a series, gives you a completely different result than if you would have a data frame.