DOC: `.loc` behavior undocumented for Index argument
#### Location of the documentation

[pandas.Series.loc](https://pandas.pydata.org/docs/dev/reference/api/pandas.Series.loc.html)

[pandas.DataFrame.loc](https://pandas.pydata.org/docs/dev/reference/api/pandas.DataFrame.loc.html)

#### Documentation problem
The documentation does not mention `pandas.Index` as a valid argument for `.loc`. I expected the result to be the same as passing the values of the index, but the result is instead the same as `reindex` (as long as the result has at least one element, otherwise it raises `KeyError`). I discovered the difference when relying on the index name to remain unchanged after `.loc`. Below is a minimal demonstration of the current behavior for `pandas.Series`. Analogous behavior occurs for both axes of `pandas.DataFrame`.

```python
In  [2]: foo = pd.Index(range(2), name='foo')
         bar = pd.Index(range(1), name='bar')
         baz = pd.Index([2], name='baz')

         s = pd.Series(list('ab'), index=foo)
         s
Out [2]: 
         foo
         0    a
         1    b
         dtype: object

In  [3]: s.loc[bar]
Out [3]: 
         bar
         0    a
         dtype: object

In  [4]: s.loc[bar].index is bar
Out [4]: True

In  [5]: s.reindex(bar).index is bar
Out [5]: True

In  [6]: s.loc[baz]
Out [6]: KeyError: "None of [Int64Index([2], dtype='int64', name='baz')] are in the [index]"
```

Output of `pd.show_versions`
<details>

INSTALLED VERSIONS

------------------

commit           : 2a7d3326dee660824a8433ffd01065f8ac37f7d6
python           : 3.6.7.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.14.193-149.317.amzn2.x86_64
Version          : #1 SMP Thu Sep 3 19:04:44 UTC 2020
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : en_US.UTF-8
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.2
numpy            : 1.19.1
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.3
setuptools       : 50.3.0
Cython           : None
pytest           : 5.4.3
hypothesis       : None
sphinx           : 3.2.1
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.16.1
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.3.1
numexpr          : None
odfpy            : None
openpyxl         : 3.0.5
pandas_gbq       : None
pyarrow          : None
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : 1.5.2
sqlalchemy       : 1.2.12
tables           : None
tabulate         : None
xarray           : None
xlrd             : 1.2.0
xlwt             : None
numba            : 0.51.0
</details>

#### Suggested fix for documentation

Add an entry to explain the current/intended behavior when passing an `Index` to `.loc`, especially mentioning that the index will be replaced. Doing so would complement the clarity recently provided by #35506 for alignable boolean series.