BUG: Bug in setitem raising ValueError when setting more than one column via array
- [x] xref #37954
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Did not add whatsnew, cause works on 1.1.4

Array to set has to have more or less rows than columns, otherwise bug won't occur. Wrong values would be set silently here.

This is only a regression on master, not related to any release

cc @jbrockmendel 

does this address the perf complaint in the OP from the linked issue? small comments, LGTM No, only the regression raising an error.  LGTM cc @jreback (travis failure is unrelated) thanks @phofl 