No SettingWithCopyWarning on groupby results
The dataframe referred to in the warning is a result of an
internal slicing operation and should not lead to a warning
in userspace.

- [x] closes #19151
- [ ] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

see my comments on the issue. This is as expected. mutation is non-idiomatic, and this is a correct warning. If you really really want to mutate, you must copy first.