Partial indexing with list on MultiIndex with missing value includes them despite not being in the list

[toobaz]

Code Sample, a copy-pastable example if possible

In [2]: df = pd.DataFrame({'col':[1, 2, 3, 4, 5], 'ind1':['a','b','c','d',np.nan], 'ind2':[1,2,3,4,5] }).set_index(['ind1', 'ind2'])                                                                                                          

In [3]: df.loc['a']                                                                                                                                                                                                                           
Out[3]: 
      col
ind2     
1       1

In [4]: df.loc[['a']]                                                                                                                                                                                                                         
Out[4]: 
           col
ind1 ind2     
a    1       1
NaN  5       5

Problem description

Out[3] is correct, Out[4] is wrong - the NaN line should not be there.

From #15107.

Expected Output

Same as Out[3].

Output of pd.show_versions()

INSTALLED VERSIONS

commit : 45ea267
python : 3.7.3.candidate.1
python-bits : 64
OS : Linux
OS-release : 4.9.0-9-amd64
machine : x86_64
processor :
byteorder : little
LC_ALL : None
LANG : it_IT.UTF-8
LOCALE : it_IT.UTF-8

pandas : 0.25.0.dev0+824.g45ea26763
numpy : 1.16.4
pytz : 2016.7
dateutil : 2.8.0
pip : 9.0.1
setuptools : 41.0.1
Cython : 0.29.2
pytest : 3.0.6
hypothesis : 3.6.1
sphinx : 1.4.9
blosc : None
feather : None
xlsxwriter : 0.9.6
lxml.etree : 4.3.2
html5lib : 0.999999999
pymysql : None
psycopg2 : None
jinja2 : 2.10.1
IPython : 7.5.0
pandas_datareader: 0.2.1
bs4 : 4.5.3
bottleneck : 1.2.1
fastparquet : None
gcsfs : None
lxml.etree : 4.3.2
matplotlib : 3.0.2
numexpr : 2.6.9
openpyxl : 2.3.0
pandas_gbq : None
pyarrow : None
pytables : None
s3fs : None
scipy : 1.1.0
sqlalchemy : 1.0.15
tables : 3.4.4
xarray : None
xlrd : 1.0.0
xlwt : 1.3.0
xlsxwriter : 0.9.6