TST: GroupBy.ffill on a multi-index dataframe
For additional information, we have explained how this new automated test work on first commit description.

- [x] closes #43412
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests)
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

Thanks @josemayer 