TST: Change test_groupby_copy to apply_mutate.py
Pending tasks from #45509
In line with issue #44803

Change test_groupby_copy from `pandas/tests/groupby/test_groupby.py` to `pandas/tests/groupby/test_apply_mutate.py`

- [X] Already closed #44803 via #45509
Could you merge in main one more time? Otherwise LGTM Thanks for the follow up @NumberPiOso 