BUG: GROUPING UNPOPULATED DATAFRAME raises exception - index name clashes with duplicate column name
### 

- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the [latest version](https://pandas.pydata.org/docs/whatsnew/index.html) of pandas.

- [X] I have confirmed this bug exists on the master branch of pandas.


### Reproducible Example

```python
## GROUPING POPULATED DATAFRAME WORKS - index name does not clash with column name
df = pd.DataFrame(data={'f1':[1,2],'f2':[3,4],'f3':[5,6]})
df.groupby('f1').apply(lambda x: x.loc[:,'f2'].nunique()).reset_index()

#=======================================================================
## GROUPING UNPOPULATED DATAFRAME raises exception - index name clashes with duplicate column name
df = pd.DataFrame(columns=['f1','f2','f3'])
df = df.groupby('f1').apply(lambda x: x.loc[:,'f2'].nunique()).reset_index()

'''
ValueError: cannot insert f1, already exists
'''
```


### Issue Description

There is inconsistent behaviour when grouping a populated dataframe and an empty dataframe in terms of index naming. When the index is reset, an empty dataframe will raise an exception on duplicate key.

### Expected Behavior

Even when the dataframe is empty, it should not have the groupby key as a column (as with a populated dataframe)

### Installed Versions

<details>

INSTALLED VERSIONS
------------------
commit           : 945c9ed766a61c7d2c0a7cbb251b6edebf9cb7d5
python           : 3.8.3.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.18.0-240.22.1.el8_3.x86_64
Version          : #1 SMP Thu Apr 8 19:01:30 UTC 2021
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.3.4
numpy            : 1.20.3
pytz             : 2021.1
dateutil         : 2.8.1
pip              : 21.3.1
setuptools       : 46.4.0
Cython           : 0.29.23
pytest           : 6.2.4
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None

</details>
