BUG: Fix not to reindex on non-Categorical groups (GH9049)
closes #9049.
closes #9344 

_self._was_factor_ is not appropriate to judge whether grouper is Categorical or not, because it can be "True" when we groupby indices (not columns). So, I added another flag _self._is_categorical_ to judge Categorical state.

Also, I added a GroupBy test for MultiIndexed data, which was failed before this fix.
