BUG: fix .loc.__setitem__ not raising when using too many indexers
- [x] closes #13831
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

@phofl @jbrockmendel good here? (ex the question) cc @phofl @jbrockmendel if any comments @phofl @jbrockmendel good here? @phofl @jbrockmendel ok here? @DriesSchaumont can you merge master Should I move this to 1.5? @DriesSchaumont if you can merge master and address comments @jreback @jbrockmendel merged master, please let me know which/if questions still need answering. thanks @DriesSchaumont very nice!