BUG: Using agg with groupy, as_index=False still returning group variable as index
- [x] closes #25011 
- [x] tests added / passed
- [ x ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

This is supposed to solve issue #25011
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=h1) Report
> Merging [#25114](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/800d38b90fe21d5aa87a60470611475fd6d9e604?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25114/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #25114   +/-   ##
=======================================
  Coverage   92.37%   92.37%           
=======================================
  Files         166      166           
  Lines       52415    52415           
=======================================
  Hits        48418    48418           
  Misses       3997     3997
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.79% <ø> (ø)` | :arrow_up: |
| #single | `42.87% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/25114/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYmFzZS5weQ==) | `97.75% <ø> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=footer). Last update [800d38b...cb1419b](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=h1) Report
> Merging [#25114](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/a07ed594ec6a5befc967fb1b18244bbeb3bc2bf1?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25114/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25114      +/-   ##
==========================================
- Coverage    91.9%   91.89%   -0.01%     
==========================================
  Files         175      175              
  Lines       52485    52485              
==========================================
- Hits        48234    48230       -4     
- Misses       4251     4255       +4
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.45% <ø> (ø)` | :arrow_up: |
| #single | `40.75% <ø> (-0.14%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/25114/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYmFzZS5weQ==) | `97.78% <ø> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/25114/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `75% <0%> (-12.5%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25114/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.79% <0%> (-0.12%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=footer). Last update [a07ed59...f963b17](https://codecov.io/gh/pandas-dev/pandas/pull/25114?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Hello @HubertKl! 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 2019-04-11 22:38:16 UTC Test and whatsnew entry added
 Thanks for the feedback and comments, I updated the PR accordingly. can you merge master @HubertKl can you merge master and fix up conflicts? Closing as stale but would certainly like this. Let us know if you'd like to pick it back up @HubertKl !