DataFrame.[key] and .loc[:, key] with non-unique columns returns frame if (and only if) columns are MultiIndex

[toobaz]

Code Sample, a copy-pastable example if possible

In [2]: flat = pd.DataFrame(-1, index=range(2), columns=[0, 1, 1, 2, 3, 4])

In [3]: flat[0].__class__
Out[3]: pandas.core.series.Series

In [4]: flat.loc[:, 0].__class__
Out[4]: pandas.core.series.Series

In [5]: multi = pd.DataFrame(-1, index=range(2), columns=pd.MultiIndex.from_product([range(2), 
   ...: [0,1,1]]))

In [6]: multi[(0, 0)].__class__
Out[6]: pandas.core.frame.DataFrame

In [7]: multi.loc[:, (0, 0)].__class__
Out[7]: pandas.core.frame.DataFrame

In [8]: unique = pd.DataFrame(-1, index=range(2), columns=pd.MultiIndex.from_product([range(2),
   ...:  range(3)]))

In [9]: unique[(0, 0)].__class__
Out[9]: pandas.core.series.Series

In [10]: unique.loc[:, (0, 0)].__class__
Out[10]: pandas.core.series.Series

Problem description

It makes a lot of sense to not lower dimensionality when an axis is non-unique (see #9519 ), but as of now the general rule (on Series, and on DataFrame with flat columns) is "if the specific label is not repeated, lower dimensionality", so the fact that MultiIndex is behaving differently is problematic.

This said, I'm not claiming this is worth fixing: my favourite solution - although more disruptive - is to fix #9519.

Expected Output

Ideally, always DataFrame (except for unique), but as of now, always Series.

Output of pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 3.5.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.9.0-6-amd64
machine: x86_64
processor:
byteorder: little
LC_ALL: None
LANG: it_IT.UTF-8
LOCALE: it_IT.UTF-8

pandas: 0.24.0.dev0+51.g4274b840e
pytest: 3.5.0
pip: 9.0.1
setuptools: 39.2.0
Cython: 0.25.2
numpy: 1.14.3
scipy: 0.19.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.5.6
patsy: 0.5.0
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: 1.2.0dev
tables: 3.3.0
numexpr: 2.6.1
feather: 0.3.1
matplotlib: 2.2.2.post1153+gff6786446
openpyxl: 2.3.0
xlrd: 1.0.0
xlwt: 1.3.0
xlsxwriter: 0.9.6
lxml: 4.1.1
bs4: 4.5.3
html5lib: 0.999999999
sqlalchemy: 1.0.15
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: 0.2.1

[toobaz]

By the way, this is even tested:

pandas/pandas/tests/indexing/test_indexing.py

Line 504 in 4274b84

expected = DataFrame([['a', 1, 1]], index=columns, columns=index).T