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Backport PR #42692 on branch 1.3.x (Regression in merge_asof raising KeyError when at least one by columnis in index) #42694

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Backport PR #42692: Regression in merge_asof raising KeyError when at least one by columnis in index

@lumberbot-app lumberbot-app bot added this to the 1.3.1 milestone Jul 23, 2021
@lumberbot-app lumberbot-app bot added Regression Functionality that used to work in a prior pandas version Reshaping Concat, Merge/Join, Stack/Unstack, Explode labels Jul 23, 2021
@simonjayhawkins simonjayhawkins merged commit 904277d into pandas-dev:1.3.x Jul 24, 2021
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