TST: add missing loc label indexing test
- [x] xref #38824
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

there are some linting issues. you don't to open a new PR, just push to this one. thanks @vangorade 