[BUG] exception handling of MultiIndex.__contains__ too narrow
State: closed

- closes #24570
- 1 test added
-  passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
-  whatsnew entry


Labels:
name: Bug
name: MultiIndex

Comments:
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=h1) Report
> Merging [#25268](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/6359bbc4c9ce6dd05bc8b422641cda74871cde43?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25268/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25268      +/-   ##
==========================================
+ Coverage   91.72%   91.72%   +<.01%     
==========================================
  Files         173      173              
  Lines       52842    52843       +1     
==========================================
+ Hits        48469    48470       +1     
  Misses       4373     4373
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.28% <100%> (ø)` | :arrow_up: |
| #single | `41.72% <100%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/25268/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `95.6% <100%> (ø)` | :arrow_up: |
| [pandas/core/dtypes/dtypes.py](https://codecov.io/gh/pandas-dev/pandas/pull/25268/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2R0eXBlcy5weQ==) | `95.6% <0%> (+0.01%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=footer). Last update [6359bbc...b264d8b](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=h1) Report
> Merging [#25268](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/b90bcb59ec154a8ddb310759e47bd1c0b7a80657?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25268/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25268      +/-   ##
==========================================
+ Coverage   91.73%   91.73%   +<.01%     
==========================================
  Files         173      173              
  Lines       52839    52839              
==========================================
+ Hits        48472    48473       +1     
+ Misses       4367     4366       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.29% <100%> (ø)` | :arrow_up: |
| #single | `41.71% <100%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/25268/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `95.6% <100%> (ø)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25268/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `87.66% <0%> (+0.09%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=footer). Last update [b90bcb5...ec569b7](https://codecov.io/gh/pandas-dev/pandas/pull/25268?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).

this also can close #25087 ?
It seems no. Because no `MultiIndex` is involved in `DataFrame.dropna`.
this is fine, pls merge master; ping on green.
@jreback Done. Thanks a lot.
thanks @makbigc keep em coming!