Regression in loc.setitem raising ValueError with unordered MultiIndex columns and scalar indexer
- [x] closes #38601
- [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

@jbrockmendel Would it be faster to use arange too in the line above of my fix instead of Index?
> Would it be faster to use arange too in the line above of my fix instead of Index?

I think you're right, yes Changed it then lgtm. will merge / backport on green. Merged master again to fix benchmarks, will ping on green @jreback green  this @phofl  @meeseeksdev backport 1.2.x > > Would it be faster to use arange too in the line above of my fix instead of Index?
> 
> I think you're right, yes

https://github.com/pandas-dev/pandas/pull/32477#discussion_r389385303 Interesting, but should not matter? I don't think this makes a difference, we are always looping over the result as far as I can see.