TST: Add test for setting item using python list (#19406)
- [X] closes #19406 
- [X] tests added / passed
- [X] passes `black pandas`
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [NA] whatsnew entry

One nitpick from my side: you coud parametrize somethink like ``func`` with ``[list, np.array, Series]`` and define mask in the test through ``mask=func([True, False, True])`` Would make parametrization shorter @phofl Ooh nice. Will do. @phofl There. Much more concise. ✨ lgtm Thanks @paxcodes , congrats on your first PR to pandas! Do let us know if you want pointers for other issues if you'd like to tackle them too Thanks @MarcoGorelli and again, thanks for your time yesterday at the sprint!