fix Error Indexing DafaFrame with a 0-d array
closes #21946

- [x ] closes #xxxx
- [x ] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x ] whatsnew entry

Hmm..it seems after reverting my changes and taking a look at my test again that the test still passes. I think I have either a bad test or this was fixed on master before I looked at it? I'm gonna try to build from master and repro in the AM. Yea confirmed. I checked on master today and we give out the expected error in this instance. ```TypeError: Cannot index by location index with a non-integer key``` so I'm gonna close this and comment on the other one as such. Pretty sad :'( but I'll look for something else to contribute with.