pd.Series.loc.__getitem__ promotes to float64 instead of raising KeyError
- [x] closes #25927
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

cc @jreback Added a test. The test above was the only one explicitly added for the ``KeyError``

thanks @phofl 