REF: avoid FutureWarning about using deprecates loc.__setitem__ non-inplace usage
- [ ] closes #xxxx (Replace xxxx with the Github issue number)
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Not a bugfix AFAICT, the new test passes without this edit.

could refactor Loc._ensure_iterable_column_indexer to re-use in the get_loc post-processing > Should this be for 1.5 or 2.0?

I'd put it into 1.5.x to avoid showing a spurious FutureWarning to users. Thanks @jbrockmendel 