TST: Add test for regression in `groupby` with tuples yielding MultiIndex
- [x] closes #21340 
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests).
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

Added unit test to `pandas/tests/groupby/test_grouping.py` to address GH #21340


Thanks @jasonmokk 