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In [2]: pd.DataFrame([[i] foriinrange(3)], index=pd.MultiIndex.from_product([[1], [5,6,7]])).loc[[(1,5), (3,7)]]
Out[2]:
0150.037NaN
Problem description
#17295 introduced a warning when obj.loc[a_list] is called with a_list containing keys not in obj.index, but only applies to flat Indexes. MultiIndexes need an analogous PR.