selection from MultiIndex does not work properly

[fujiisoup]

MCVE Code Sample

da = xr.DataArray([0, 1], dims=['x'], coords={'x': [0, 1], 'y': 'a'})
db = xr.DataArray([2, 3], dims=['x'], coords={'x': [0, 1], 'y': 'b'})
data = xr.concat([da, db], dim='x').set_index(xy=['x', 'y'])
data.sel(y='a')

>>> <xarray.DataArray (x: 4)>
>>> array([0, 1, 2, 3])
>>> Coordinates:
>>>   * x        (x) int64 0 1

Expected Output

>>> <xarray.DataArray (x: 2)>
>>> array([0, 1])
>>> Coordinates:
>>>   * x        (x) int64 0 1

Problem Description

Should select the array

Output of xr.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 3.6.8 |Anaconda, Inc.| (default, Dec 30 2018, 01:22:34) [GCC 7.3.0] python-bits: 64 OS: Linux OS-release: 3.10.0-957.10.1.el7.x86_64 machine: x86_64 processor: x86_64 byteorder: little LC_ALL: None LANG: en_US.UTF-8 LOCALE: en_US.UTF-8 libhdf5: 1.10.4 libnetcdf: 4.6.1

xarray: 0.14.0
pandas: 0.24.2
numpy: 1.15.4
scipy: 1.2.1
netCDF4: 1.4.2
pydap: None
h5netcdf: None
h5py: 2.9.0
Nio: None
zarr: None
cftime: 1.0.3.4
nc_time_axis: None
PseudoNetCDF: None
rasterio: None
cfgrib: None
iris: None
bottleneck: 1.2.1
dask: None
distributed: None
matplotlib: 3.0.2
cartopy: None
seaborn: 0.9.0
numbagg: None
setuptools: 40.8.0
pip: 19.0.3
conda: None
pytest: 5.0.0
IPython: 7.3.0
sphinx: None

Sorry for being quiet for a long time. I hope I could send a fix for this in a few days...