CoW: Boolean indexer in MultiIndex raising read-only error (#56635)

* CoW: Boolean indexer in MultiIndex raising read-only error

* Fixup

* Add whatsnew

Author: phofl

doc/source/whatsnew/v2.2.0.rst

@@ -761,6 +761,7 @@ Interval
 
 Indexing
 ^^^^^^^^
+- Bug in :meth:`DataFrame.loc` mutating a boolean indexer when :class:`DataFrame` has a :class:`MultiIndex` (:issue:`56635`)
 - Bug in :meth:`DataFrame.loc` when setting :class:`Series` with extension dtype into NumPy dtype (:issue:`55604`)
 - Bug in :meth:`Index.difference` not returning a unique set of values when ``other`` is empty or ``other`` is considered non-comparable (:issue:`55113`)
 - Bug in setting :class:`Categorical` values into a :class:`DataFrame` with numpy dtypes raising ``RecursionError`` (:issue:`52927`)

pandas/core/indexes/multi.py

@@ -3488,6 +3488,8 @@ def _to_bool_indexer(indexer) -> npt.NDArray[np.bool_]:
                         "is not the same length as the index"
                     )
                 lvl_indexer = np.asarray(k)
+                if indexer is None:
+                    lvl_indexer = lvl_indexer.copy()
 
             elif is_list_like(k):
                 # a collection of labels to include from this level (these are or'd)

pandas/tests/copy_view/test_indexing.py

@@ -1180,6 +1180,27 @@ def test_series_midx_tuples_slice(using_copy_on_write, warn_copy_on_write):
         tm.assert_series_equal(ser, expected)
 
 
+def test_midx_read_only_bool_indexer():
+    # GH#56635
+    def mklbl(prefix, n):
+        return [f"{prefix}{i}" for i in range(n)]
+
+    idx = pd.MultiIndex.from_product(
+        [mklbl("A", 4), mklbl("B", 2), mklbl("C", 4), mklbl("D", 2)]
+    )
+    cols = pd.MultiIndex.from_tuples(
+        [("a", "foo"), ("a", "bar"), ("b", "foo"), ("b", "bah")], names=["lvl0", "lvl1"]
+    )
+    df = DataFrame(1, index=idx, columns=cols).sort_index().sort_index(axis=1)
+
+    mask = df[("a", "foo")] == 1
+    expected_mask = mask.copy()
+    result = df.loc[pd.IndexSlice[mask, :, ["C1", "C3"]], :]
+    expected = df.loc[pd.IndexSlice[:, :, ["C1", "C3"]], :]
+    tm.assert_frame_equal(result, expected)
+    tm.assert_series_equal(mask, expected_mask)
+
+
 def test_loc_enlarging_with_dataframe(using_copy_on_write):
     df = DataFrame({"a": [1, 2, 3]})
     rhs = DataFrame({"b": [1, 2, 3], "c": [4, 5, 6]})