groupby indexing is giving the wrong index
#### Code Sample, a copy-pastable example if possible

```python
a = pd.DataFrame([range(3)]*3,index=map(str, range(3))).T
a.iloc[:,0] = [10, 11, 11]

a.groupby('0').apply(lambda x: print(x.index))

indexes = a.groupby('0').apply(lambda x: x.index)
print(indexes)

index_lengths = a.groupby('0').apply(lambda x: len(x.index))
print(index_lengths)

indexes_lengths = a.groupby('0').apply(lambda x: x.index).apply(len)
print(indexes_lengths)

assert indexes_lengths.equals(index_lengths), "Apply indexes are returning the wrong index"
```
#### Problem description

Groupby indexing is returning the wrong value. It is returning the indexes of the last group for all the groups.

#### Expected Output

```
0
10    Int64Index([0], dtype='int64')
11    Int64Index([1, 2], dtype='int64')
```

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.8.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.2.0-arch2-1-ARCH
machine          : x86_64
processor        : 
byteorder        : little
LC_ALL           : None
LANG             : C
LOCALE           : None.None

pandas           : 0.25.1
numpy            : 1.15.4
pytz             : 2019.1
dateutil         : 2.8.0
pip              : 19.1.1
setuptools       : 41.0.1
Cython           : 0.28.5
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : 0.4.0
xlsxwriter       : None
lxml.etree       : 4.3.4
html5lib         : None
pymysql          : None
psycopg2         : 2.8.3 (dt dec pq3 ext lo64)
jinja2           : 2.10.1
IPython          : 7.5.0
pandas_datareader: None
bs4              : None
bottleneck       : 1.2.1
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.3.4
matplotlib       : 2.2.2
numexpr          : 2.6.9
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.13.0
pytables         : None
s3fs             : 0.1.5
scipy            : 1.3.1
sqlalchemy       : None
tables           : 3.4.4
xarray           : None
xlrd             : 1.2.0
xlwt             : None
xlsxwriter       : None


</details>
