BUG: Fix incosistent behavior of 2d-indexed loc-set to Series #59933
- [x] closes #59933 
- [x] Tests added and passed
- [x] All code checks passed
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Comments about pull-request:

1. Fixed case with inconsistent behavior of different indexes

``` python
>>> df = pd.DataFrame([[1, 2, 3], [4, 5, 6], [7, 8, 9]], columns=list("ABC"))
>>> df.loc[:, ['A', 'B', 'C']] = pd.Series([10, 20, 30]) 
#before fix
>>> df
    A   B   C
0  10  20  30
1  10  20  30
2  10  20  30
#after fix
>>> df
    A   B   C
0  10  10  10
1  20  20  20
2  30  30  30
```
Inconsistance with case:
``` python
#before and after fix (no changes)
>>> df = pd.DataFrame([[1, 2, 3], [4, 5, 6], [7, 8, 9]], columns=list("ABC"))
>>> df.loc[df['A']>0, ['A', 'B', 'C']] = pd.Series([10, 20, 30]) 
>>> df
    A   B   C
0  10  10  10
1  20  20  20
2  30  30  30

```

2. Fixed initial issue. And now it works consistently with test_multi_assign_broadcasting_rhs like this
``` python
>>> df = pd.DataFrame([[1, 2, 3], [4, 5, 6]], columns=list("ABC"))
>>> df.loc[:, pd.Series(['A', 'B', 'C'])] = pd.Series([10, 20, 30])
#before fix - FAIL
#after fix 
>>> df
    A   B   C
0  10  10  10
1  20  20  20
```
https://github.com/pandas-dev/pandas/blob/05fa9583f7bc22796076b7e2a7b94058bebca511/pandas/tests/indexing/test_indexing.py#L475-L492





CI is fixed now, can you merge main. @anzber - test failures look related. Can you also give this PR an informative title? It is helpful to have titles that give devs a sense of what the PR is doing without having to go open the issue. > @anzber - test failures look related. Can you also give this PR an informative title? It is helpful to have titles that give devs a sense of what the PR is doing without having to go open the issue.

@rhshadrach  added more information to title. Thank You for reviewing the code. @rhshadrach 
I've found a new problem related the issue

This code fails, but shouldn't :
``` python
df33 = pd.DataFrame([[1, 2, 3], [4, 5, 6], [7, 8, 9]], columns = list("ABC"))
df33.loc[:, pd.Series({"A": True, "B": True, "C": False})] = pd.Series([10, 20, 30])
df33
``` This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. Thanks for the pull request, but it appears to have gone stale. If interested in continuing, please merge in the main branch, address any review comments and/or failing tests, and we can reopen. Reopening (ref: #60621) @anzber - I see you requested review. It looks like tests are failing. Those will need to be fixed. > @anzber - I see you requested review. It looks like tests are failing. Those will need to be fixed.

That was not my fault. After merge all tests have passed. 

 Thanks @anzber!