DataFrame.__setitem__ with MultiIndex fails when expanding with new key

[jottbele]

import pandas as pd
df = pd.DataFrame({'ID': [1, 2, 3, 4],
                   'DT': [2018, 2018, 2017, 2018],
                   'F1': [0, 1, 0, 0],
                   'F2': [0, 0, 1, 0]  })

df.loc[5]= [5, 2019, 1, 0] # this works
indexed= df.set_index(['ID', 'DT'], inplace=False)
indexed.loc[(2, 2018)] # this also works
indexed.loc[(1, 2019)]= [3, 4]  # this fails

Problem description

I know there is a workaround for this by adding , : but I feel the behavior is not intuitive as it is implemented. I think the arguments to getitem and setitem should be treated consistently and also an assignment over setitem should work the same way for simple indexes (with one level) and for multilevel indexes.

A formatted description of this can be viewed on stackoverflow here:
Stackoverflow description

Expected Output

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 3.6.8.final.0 python-bits: 64 OS: Linux OS-release: 4.15.0-52-generic machine: x86_64 processor: x86_64 byteorder: little LC_ALL: None LANG: de_DE.UTF-8 LOCALE: de_DE.UTF-8 pandas: 0.24.1 pytest: 3.3.2 pip: 19.0.3 setuptools: 40.8.0 Cython: 0.29.6 numpy: 1.16.2 scipy: 1.2.1 pyarrow: None xarray: None IPython: 7.3.0 sphinx: 1.8.4 patsy: None dateutil: 2.8.0 pytz: 2018.9 blosc: None bottleneck: None tables: 3.4.4 numexpr: 2.6.9 feather: None matplotlib: 3.0.3 openpyxl: None xlrd: None xlwt: None xlsxwriter: None lxml.etree: 4.3.2 bs4: 4.7.1 html5lib: 1.0.1 sqlalchemy: None pymysql: None psycopg2: None jinja2: 2.10 s3fs: None fastparquet: None pandas_gbq: None pandas_datareader: None gcsfs: None

[TomAugspurger]

Looks like a bug. Updated the title a bit (cc @toobaz didn't see any duplicates, but may have missed it).

[toobaz]

Indeed, related to #16018 and maybe #19110 and #22247, but seems like a separate bug.