Test For MultiIndex not contained item
- [x] closes #21094
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

I just made the test that was requested in this issue but in fact it isn't actually passing like mentioned there. Maybe my master is not updated for this. Should tests be added to whatsnew entry too?

Hello @gabriellm1! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2019-11-05 11:30:28 UTC Looks like the new test is failing, can you take a look @gabriellm1 can you rebase and try to figure out why the CI was failing @gabriellm1 is this still active? closing as stale, ping if you want to continue