BUG: groupby apply on selected columns yielding scalar (GH13568)
- [x] closes #13568
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

@jreback Can you remember the reason that you added the `name=self.name` in several places in the  groupby/rolling/resample refactor? (see https://github.com/pydata/pandas/commit/699424027fb657192541bcd0c3d9f9b7d26f2300#diff-720d374f1a709d0075a1f0a02445cd65R3376) 
I think the fix is correct here, as AFAIU `self.name` can only be None (and that is already the default for name in Series) or a list (from `self._selection`) which raises an error as name. 
 The nested groupy-aplly (e.g. `.rolling.groupby.mean` does `.rolling.groupby.apply(lambda x: mean)`, and wasn't passing things thru. However the fixing name things was in several places; it may be that this particular change was not needed.

So the path that you are changing is all scalars, so this seems ok. If nothing breaks then you are good to go!.

_though_ the path in the OP is really related to `_selection`, so this _might_ be a red herring. 

In any event I would add a nice comment about why we are _not_ passing name here.
 ## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/13585?src=pr) is **84.33%**

> Merging [#13585](https://codecov.io/gh/pydata/pandas/pull/13585?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will not change coverage

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```

> Powered by [Codecov](https://codecov.io?src=pr). Last updated by [5605f99...c463e1f](https://codecov.io/gh/pydata/pandas/compare/5605f99105b6a97fb950fbebbf83d2cac0b23ef1...c463e1fb227cbff5caced3c0f41c8ee433805287?src=pr)
 > So the path that you are changing is all scalars, so this seems ok. If nothing breaks then you are good to go!.

Indeed, that was my thought as well

> though the path in the OP is really related to _selection, so this might be a red herring. 

The problem is that I am not familiar enough to know all use / corner cases of `self._selection` and `self.name`. At first sight setting  `name` equal to `_selection` in case of a selection of multiple columns (so for a DataFrameGroupBy) does not seem to make much sense to me, as you never want to use that as the name of a result

Added a comment
 Actually, if I just let `name` return None instead of `_selection` (except for SeriesGroupBy, there the property is overwritten), the tests pass as well: https://github.com/jorisvandenbossche/pandas/commit/a6f5c9ec02a1c6495555d372069df052a4b6c08b
 lgtm
