Fix bug in multiindex series groupby where sort argument is ignored
PR as per. 

One test added. Test fails without the fix.

closes https://github.com/pydata/pandas/issues/9444

looks good
ping when green
 @cottrell looks good now. thanks. ping when green.
 does this also fix #8868  ?
 @jreback It does not seem to in my test of #8868. Probably a similar issue but elsewhere. I can probably have a look later this week.
 ok gr8 thanks
 thanks!
