BUG: Fix incosistent behavior of 2d-indexed loc-set to Series #59933 #22106

Job	Run time
Pyodide build	25m 35s
Linux-Musl	16m 13s
python-freethreading	23m 51s
Linux-32-bit	18m 10s
python-dev (macOS-13)	21m 58s
python-dev (macOS-14)	10m 44s
python-dev (ubuntu-22.04)	20m 32s
python-dev (windows-latest)	21m 48s
macos-13 actions-310.yaml	40m 14s
macos-13 actions-311.yaml	37m 19s
macos-13 actions-312.yaml	43m 20s
macos-14 actions-310.yaml	14m 32s
macos-14 actions-311.yaml	16m 12s
macos-14 actions-312.yaml	23m 10s
windows-latest actions-311.yaml	51m 11s
windows-latest actions-310.yaml	48m 58s
windows-latest actions-312.yaml	1h 5m 48s
Minimum Versions	23m 49s
Future infer strings (without pyarrow)	38m 18s
Locale: zh_CN	23m 18s
Locale: it_IT	23m 16s
Numpy Dev	16m 45s
Downstream Compat	6m 11s
Pyarrow Nightly	21m 46s
Future infer strings	1h 2m 47s
Pypy	1m 42s
ubuntu-22.04 actions-310.yaml	47m 24s
ubuntu-22.04 actions-311.yaml	43m 36s
ubuntu-22.04 actions-312.yaml	1h 1m 8s
ubuntu-24.04-arm actions-311.yaml	40m 52s
ubuntu-24.04-arm actions-312.yaml	48m 36s
ubuntu-24.04-arm actions-310.yaml	42m 14s
	16h 41m 17s

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