Groupby transform cleanups
- [x] whatsnew

Related #27389 (several issues there)
closes #27486
Hello @pilkibun! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:

















There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2019-07-25 18:18:14 UTC Can you write release notes for each of the user-facing changes? If you merge master we should have a 0.26.0.rst now. this also needs a whatsnew note. I am not so concerned about the invalid case (e.g. .transform('foo')), but something that looked legitimate and maybe even did *something*, though it may have been wrong, is now raising @jreback green thanks @pilkibun  :+1: