TST: add test for correct behaviour of multiIndex loc with splice
- added test to check for the correct behaviour as in issue https://github.com/pandas-dev/pandas/issues/43599

Hello @rogimus! 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 2022-03-01 05:43:27 UTC thanks @rogimus  cheers! @jreback 