TST: groupby apply with indexing and column aggregation returns the column #7002
Adds test for #7002 

- [x] closes #7002 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Hello @VirosaLi! 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 2020-06-09 06:10:16 UTC @VirosaLi can you address @simonjayhawkins comments? Lgtm otherwise @VirosaLi Thanks for the updates. lgtm. ping on green One of the checks is on pending for hours. Is this normal? > One of the checks is on pending for hours. Is this normal?

Travis is glitchy sometimes, it's green if you click through thanks @VirosaLi 