TST: Add test inconsistency in group by (#44803)
- [X] closes #44803
- [X] tests added / passed
- [X] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them

The code fails one test, but the test it's named _pytest (actions-310-numpydev.yaml, not slow and not network, xclip, deprecate, -W error)_.

Can someone help me with the error? The failure is unrelated. Could you merge main again? Done ! thanks @NumberPiOso 