The __getitem__ of Pipeline supports slicing, which then returns a Pipeline containing only a subset of the steps. Worth implementing this here as well? If not, should we check the type of the argument to give an useful error message??

I do not think FeatureUnion.__getitem__ should support slicing or integers. I updated this PR to restrict the key to strings.

Fine with me not to support slicing. Can you write down a short summary of the thought process so people from the future (and for my education) can find out?

For me, I do not see a good user story for adding slices to FeatureUnion. For Pipeline, it is relatively common to do pipeline[:-1] to return a pipeline with only the transformers.

Logistically, I prefer to have a more restrictive feature and only consider expanding it when there is a need.