BUG: fix subclass metadata preservation in groupby column selection
This is a small regression that was introduced with https://github.com/pandas-dev/pandas/pull/51090 (in pandas 2.0): before that PR, the column subselection in the groupby code was done with a standard `__getitem__` call, while the PR introduced an optimized helper `_getitem_nocopy` to avoid the copy that a standard `__getitem__` does. However, that new helper forgot to add a `__finalize__` call after `_constructor` from a manager.

The reason we noticed this in geopandas (https://github.com/geopandas/geopandas/pull/3130) was to update our tests for the `apply` deprecation to include group columns (for which one alternative is to specifically select the non-group columns, but so that didn't work with recent pandas versions)
thx @jorisvandenbossche 