Slicing a MultiIndex level is broken

[dcherian]

What happened?

import pandas as pd
import xarray as xr

midx = pd.MultiIndex.from_product([["a", "b"], [1, 2]], names=("foo", "bar"))
midx_coords = xr.Coordinates.from_pandas_multiindex(midx, dim="x")

ds = xr.Dataset(coords=midx_coords)
ds.sel(bar=slice(1, 2))

<xarray.Dataset> Size: 40B
Dimensions:  (foo: 4)
Coordinates:
  * foo      (foo) object 32B 'a' 'a' 'b' 'b'
    bar      object 8B slice(1, 2, None)
Data variables:
    *empty*

Possibly this cannot work, but we should raise an error in that case