Bug in loc returning multiindex in wrong oder with duplicated indexer
- [x] closes #40978
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

This fixes the ordering, but I am not sure if an indexer with duplicates in this case should return the same as an indexer which is unique with the same elements.
@phofl can you rebase and will look again merged master thanks @phofl 