TST: Add test for col names during groupby().agg()
Column names should consistently be retained when using df.groupby().agg()

- [x] closes #42332
- [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

Whats new:
Add a test to `pandas/tests/groupby/aggregate/test_aggregate.py`

The issue appears to be fixed now:

Tested on 1.4.0.dev0+508.g5fe02971f8

![Screenshot from 2021-08-27 00-06-24](https://user-images.githubusercontent.com/18680207/131070259-ac3d10f2-353c-4872-ba65-2a35abf37b51.png)

Output of `pd.show_versions()`

INSTALLED VERSIONS
------------------
commit           : 5fe02971f8bc40a6bbb742f1f376b3650c3c8eaa
python           : 3.9.5.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.11.0-31-generic
Version          : #33-Ubuntu SMP Wed Aug 11 13:19:04 UTC 2021
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_CA.UTF-8
LOCALE           : en_CA.UTF-8

pandas           : 1.4.0.dev0+508.g5fe02971f8
numpy            : 1.20.3
pytz             : 2021.1
dateutil         : 2.8.2
pip              : 20.3.4
setuptools       : 57.4.0
Cython           : 0.29.24
pytest           : 6.2.4
hypothesis       : 6.14.9
sphinx           : 4.1.2
blosc            : 1.10.4
feather          : None
xlsxwriter       : 3.0.1
lxml.etree       : 4.6.3
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 3.0.1
IPython          : 7.26.0
pandas_datareader: None
bs4              : 4.9.3
bottleneck       : 1.3.2
fsspec           : 2021.05.0
fastparquet      : 0.7.1
gcsfs            : 2021.05.0
matplotlib       : 3.4.3
numexpr          : 2.7.3
odfpy            : None
openpyxl         : 3.0.7
pandas_gbq       : None
pyarrow          : 5.0.0
pyxlsb           : None
s3fs             : 2021.05.0
scipy            : 1.7.1
sqlalchemy       : 1.4.23
tables           : 3.6.1
tabulate         : 0.8.9
xarray           : 0.18.2
xlrd             : 2.0.1
xlwt             : 1.3.0
numba            : 0.54.0
This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. > This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this.

Sorry, yes I am still interested in working on this Appears this PR has been dormant for a while and still needs updates so closing. If interested in continuing, please merge master, address related comments and we can reopen.