Updating for PR5289

This is to answer the question in https://github.com/pydata/pandas/issues/5289 
Is this all we need to do?
Or am I missing something?
you need to create a frame and a grouper that actually hits this test. Put a debug statement where the AssertionError is now and run the test suite and see what conditions you need to have it hit their (and if not, then maybe the code is not doing anything)