BUG: Groupby.agg with reduction function with tz aware data
State: closed

- [x] closes #23683
- [x] closes #21603
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry


Labels:
name: Bug
name: Groupby
name: Timezones
description: Timezone data dtype

Comments:
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=h1) Report
> Merging [#25308](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/b8306f19da098a826f621022ddce279119de2f95?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25308/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25308      +/-   ##
==========================================
+ Coverage   91.72%   91.72%   +<.01%     
==========================================
  Files         173      173              
  Lines       52831    52838       +7     
==========================================
+ Hits        48457    48465       +8     
+ Misses       4374     4373       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.28% <100%> (ø)` | :arrow_up: |
| #single | `41.71% <14.28%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby/groupby.py](https://codecov.io/gh/pandas-dev/pandas/pull/25308/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9ncm91cGJ5LnB5) | `96.83% <100%> (+0.03%)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25308/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `87.66% <0%> (+0.09%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=footer). Last update [b8306f1...b4913dc](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=h1) Report
> Merging [#25308](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/e9de5f3e159296a46bc62aa42a6225b67d8a4f10?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25308/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25308      +/-   ##
==========================================
+ Coverage   91.75%   91.75%   +<.01%     
==========================================
  Files         173      173              
  Lines       52947    52953       +6     
==========================================
+ Hits        48581    48587       +6     
  Misses       4366     4366
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.31% <100%> (ø)` | :arrow_up: |
| #single | `41.71% <0%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby/groupby.py](https://codecov.io/gh/pandas-dev/pandas/pull/25308/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9ncm91cGJ5LnB5) | `97.2% <100%> (+0.02%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=footer). Last update [e9de5f3...3cfe961](https://codecov.io/gh/pandas-dev/pandas/pull/25308?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).

All green.
@mroeschke lgtm. pls rebase (conflict in whatsnew) and merge on green.
Thanks @jreback