TST: add test for correct behaviour of multiIndex loc with splice (#46190)

Author: rogimus

pandas/tests/indexing/multiindex/test_loc.py

@@ -402,6 +402,18 @@ def test_sorted_multiindex_after_union(self):
         result = df.loc["2011-01-01":"2011-01-02"]
         tm.assert_frame_equal(result, expected)
 
+    def test_loc_no_second_level_index(self):
+        # GH#43599
+        df = DataFrame(
+            index=MultiIndex.from_product([list("ab"), list("cd"), list("e")]),
+            columns=["Val"],
+        )
+        res = df.loc[np.s_[:, "c", :]]
+        expected = DataFrame(
+            index=MultiIndex.from_product([list("ab"), list("e")]), columns=["Val"]
+        )
+        tm.assert_frame_equal(res, expected)
+
 
 @pytest.mark.parametrize(
     "indexer, pos",