Fix regression for loc and __setitem__ when one-dimensional tuple was given for MultiIndex
- [x] closes #37711
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

@phofl you're opening PRs faster than they can be reviewed (which is awesome, keep up the good work!).  Maybe you can tackle one of the more challenging and immediate issues: the darns windows builds Thank you very much @jbrockmendel Have a bit of free time this week.

Are you referring to the pipeline windows py38_no18? Unfortunately I am not that familiar with CI and even less with CI on windows. lgtm ex @jbrockmendel comment, ping on green. thanks @phofl keep em coming! @meeseeksdev backport 1.1.x >> you're opening PRs faster than they can be reviewed (which is awesome, keep up the good work!). Maybe you can tackle one of the more challenging and immediate issues: the darns windows builds

> Are you referring to the pipeline windows py38_no18? Unfortunately I am not that familiar with CI and even less with CI on windows.

CI is just another learning curve we all have to get up at some point. i still regularly ask for help with it.

As for windows, im not actually convinced anyone uses it ever.  It might be some kind of cruel prank played by a trickster god.  see #37746 where i only-half-kidding suggest we drop windows altogether.

More generally, I'm suggesting you look for areas that will have a higher ratio of (time to create PR) / (time to review PR).\*

\* Though im really excited about the indexing fixes you've been making.