BUG: Index.drop raising Error when Index has duplicates
- [x] closes #38051
- [x] closes #33494
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

@jbrockmendel  This should deal with duplicates. For MultiIndex sometimes a slice with stepzize greater than zero was given, which dropped to many elements