BUG: Fix groupby quantile array
xref https://github.com/pandas-dev/pandas/pull/28085#issuecomment-524066959

This is a regression in 0.25.2. It was partially fixed in #28085, but there was an issue with the first fix.
LGTM @TomAugspurger thanks for the quick fix and adding the test! 👍  @WillAyd care to glance at this?

Note that this whole section is a bit hacky, but can be removed entirely once #10710 is fixed. lgtm - can you add a whatsnew? Whoops, added.