TST: ensure that DataFrameGroupBy.apply does not convert datetime.date to pd.Timestamp
- [x] closes #29617 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Previously, there was a bug in `DataFrameGroupBy.apply` where a column of `datetime.date` would raise a `ValueError` if it was included as column in a multi-column grouping. Somewhere in the grouping the values would be converted to `pd.Timestamp` and then when the `pd.Timestamp` couldn't be found in the index of `datetime.date`s it would throw an error. 

This bug persisted until 1.0.5 but was fixed in 1.1.0 (not sure which change fixed it). In 1.1.0 the `datetime.date` are not converted to `pd.Timestamp`, so they are treated like any other dtype=object and left unchanged. 

This PR adds a test to enforce this behaviour to make sure the bug does not arise again. 
thanks @smithto1 