BUG: Fix MultiIndex .loc with all numpy arrays
- [x] closes #19686 
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19772?src=pr&el=h1) Report
> :exclamation: No coverage uploaded for pull request base (`master@b585e3b`). [Click here to learn what that means](https://docs.codecov.io/docs/error-reference#section-missing-base-commit).
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19772/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/19772?src=pr&el=tree)

```diff
@@            Coverage Diff            @@
##             master   #19772   +/-   ##
=========================================
  Coverage          ?    91.6%           
=========================================
  Files             ?      150           
  Lines             ?    48887           
  Branches          ?        0           
=========================================
  Hits              ?    44785           
  Misses            ?     4102           
  Partials          ?        0
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.98% <100%> (?)` | |
| #single | `41.8% <100%> (?)` | |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19772?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexing.py](https://codecov.io/gh/pandas-dev/pandas/pull/19772/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhpbmcucHk=) | `93.02% <100%> (ø)` | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19772?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19772?src=pr&el=footer). Last update [b585e3b...f4e4b99](https://codecov.io/gh/pandas-dev/pandas/pull/19772?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 lgtm ping on green. @jreback all the checks have already finished thanks!