Keep subclassing in apply
When generating new objects on apply, it calls `self.obj._constructor` and `self.obj._constructior_sliced` instead of:  `DataFrame` and `Series`; keeping subclassing.

- [x] closes #19822
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] keeps subclass inside `DataFrame.apply`
