BUG: DataFrameGroupBy.boxplot with subplots=False fails for object columns
### 

- [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
import pandas as pd
df = pd.DataFrame({'cat':list('aabbc'), 
                    'v':range(5)}, dtype=object)
df.groupby('cat').boxplot(subplots=False, column='v')
```
results in the following error:
```python-traceback
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/src/pandas/pandas/plotting/_core.py", line 604, in boxplot_frame_groupby
    return plot_backend.boxplot_frame_groupby(
  File "/src/pandas/pandas/plotting/_matplotlib/boxplot.py", line 485, in boxplot_frame_groupby
    ret = df.boxplot(
  File "/src/pandas/pandas/plotting/_core.py", line 511, in boxplot_frame
    return plot_backend.boxplot_frame(
  File "/Users/ian/src/pandas/pandas/plotting/_matplotlib/boxplot.py", line 414, in boxplot_frame
    ax = boxplot(
  File "/src/pandas/pandas/plotting/_matplotlib/boxplot.py", line 391, in boxplot
    data = data[columns]
  File "/src/pandas/pandas/core/frame.py", line 3504, in __getitem__
    indexer = self.columns._get_indexer_strict(key, "columns")[1]
  File "/src/pandas/pandas/core/indexes/multi.py", line 2559, in _get_indexer_strict
    return super()._get_indexer_strict(key, axis_name)
  File "/src/pandas/pandas/core/indexes/base.py", line 5510, in _get_indexer_strict
    self._raise_if_missing(keyarr, indexer, axis_name)
  File "/src/pandas/pandas/core/indexes/multi.py", line 2579, in _raise_if_missing
    return super()._raise_if_missing(key, indexer, axis_name)
  File "/src/pandas/pandas/core/indexes/base.py", line 5570, in _raise_if_missing
    raise KeyError(f"None of [{key}] are in the [{axis_name}]")
KeyError: "None of [MultiIndex([('a', 'v'),\n            ('b', 'v'),\n            ('c', 'v')],\n           )] are in the [columns]"
```

### Issue Description

This might be related to #16748

### Expected Behavior
The same as:
```python
import pandas as pd
df = pd.DataFrame({'cat':list('aabbc'), 
                    'v':range(5)})
df.groupby('cat').boxplot(subplots=False, column='v')
```

### Installed Versions

<details>
INSTALLED VERSIONS
------------------
commit           : a951998314f91e90f9a32f534119fbb46c8858d8
python           : 3.9.6.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 20.6.0
Version          : Darwin Kernel Version 20.6.0: Wed Jun 23 00:26:31 PDT 2021; root:xnu-7195.141.2~5/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.UTF-8

pandas           : 1.4.0.dev0+634.ga951998314
numpy            : 1.20.3
pytz             : 2021.1
dateutil         : 2.8.2
pip              : 21.2.4
setuptools       : 52.0.0.post20210125
Cython           : 0.29.24
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.4.2
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>
