BUG: reindexing a level in MultiIndex has no effect
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---

This is about trying to reindex a MultiIndex level to add keys to avoid a `KeyError`.
This code could be more minimalist and more generic but the context in which the error arose might be helpful..
When using `groupby` unnecessary keys are eliminated..

```
idx = pd.IndexSlice
df = pd.DataFrame([
    ['A', 'cat', 10],
    ['A', 'cat', 20],
    ['B', 'dog', 30],
    ['B', 'cat', 40]
], columns = ['Label', 'Animal', 'Score'])
g = df.groupby(['Label', 'Animal']).agg('sum')
g.index
>>> MultiIndex([('A', 'cat'),
               ('B', 'cat'),
               ('B', 'dog')],
                names=['Label', 'Animal'])
g.loc[idx[:, 'dog'], :]     # <--- WORKS because 'dog' is an element of level 1.
```
But...
```
g = df[df['Label']=='A].groupby(['Label', 'Animal']).agg('sum')
g.index
>>> MultiIndex([('A', 'cat')],
                            names=['Label', 'Animal'])
g.loc[idx[:, 'dog'], :]     # <--- KeyError  because 'dog' is NOT an element of level 1.
```
I tried to solve this with
```
g2 = g.reindex(pd.Index(['cat', 'dog'], name='Other'), level=1)
g2.index
>>> MultiIndex([('A', 'cat')],
           names=['Label', 'Animal']).     # <-- Reindex did nothing.
```

The docs for `Index.reindex` don't mention the `level` argument or give any examples, the docs for `DataFrame.reindex` were better but still not actually consistent with the arguments and no multiindex examples. And I tried to find any relevant parts of the guide which deal with reindexing multi indexes but without success.

Now that Indexing with missing keys returns a `KeyError` is it more important to provide example for these issues? Or have I missed something very simple.

