CLN: clarify TypeError for IndexSlice argument to pd.xs
- [x] closes #35301 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

As per discussion in #35301 we do not support `IndexSlice` arguments to `xs`. This PR aims to clarify the `TypeError` thrown when that happens.

I created a separate issue to house the discussion re: functionality of `loc` vs `xs` (#35418).
thanks @arw2019 very nice (failure is unrelated) great! thanks @jreback for reviewing