BUG: loc.setitem with expansion expanding rows
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

discovered on branch that has dataframe always go through split_path
@phofl do you have any other upcoming PRs that affect `_setitem_with_indexer_split_path`?  This and #37931 are my last two before im ready to start in on the always-split-path change, and id like to get any bugfixes+tests in place before that. I think only #37749, but will have a closer look. At least nothing which is not already opened is this a user facing change? (if so pls add a whatsnew), also merge master and ping on green. ping