BUG: RollingGroupby MultiIndex levels dropped
- [x] closes #38523 
- [x] closes #38787
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

Essentially https://github.com/pandas-dev/pandas/pull/38737 but targeted for 1.3 as it appears that the current behavior is largely unexpected
hmm should we target 1.2.4? e.g. how does this compare to that behavior (and how does that compare to 1.1.x)? It looks like you mentioned before this would be okay for 1.3 and we reverted this before for 1.2.x

This gets us back to 1.1.3 behavior which was correct according to this bug report https://github.com/pandas-dev/pandas/issues/38523 > It looks like you mentioned before this would be okay for 1.3 and we reverted this before for 1.2.x
> 
> This gets us back to 1.1.3 behavior which was correct according to this bug report #38523

ok awesome thanks @mroeschke 