BUG/TST: Address GH28283 calling __finalize__ in pivot_table, groupby.median and groupby.mean
Progress towards #28283 

1. refactor `pivot_table` function to avoid overhead of `_finalize__` calls when a list of aggfuncs passed
2. call `__finalize__` before returning `groupby.mean` and `groupby.median`
3. add tests for 1 and 2
4. add ignored test cases for `groupby.std/var/sem/size/ohlc/describe` as a reminder to fix(they are failing currently)
 
- [ ] closes #xxxx
- [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

> add ignored test cases for groupby.std/var/sem/size/ohlc/describe as a reminder to fix(they are failing currently)

where is this? @liaoaoyuan97 if you can fix up would be great. (and merge master) @jreback I think all your comments are addressed. Would you ming taking a took? @rhshadrach if you'd have a look Thanks @liaoaoyuan97!