GroupBy aggregation of DataFrame with MultiIndex columns breaks with custom function
#### Code Sample, a copy-pastable example if possible

```python
df = pd.DataFrame(
    np.random.rand(10, 4),
    columns=pd.MultiIndex.from_product([[1, 2], [3, 4]]))
grp = df.groupby(np.r_[np.ones(5), np.zeros(5)])
grp.agg(lambda s: s.mean())
```
#### Problem description
The above call raises
```python
ValueError: Length mismatch: Expected axis has 4 elements, new values have 2 elements
```
because
https://github.com/pandas-dev/pandas/blob/cf01369d5d82362565d5c58ee4d6094782b0f8e1/pandas/core/groupby/generic.py#L970-L972

assumes that the original columns were only `Index`. Doing
```python
grp.agg('mean')
```
works as expected (result with MultiIndex columns).

#### Expected Output
That of
```python
grp.agg('mean')
```

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

<details>

commit           : None
python           : 3.7.6.final.0
python-bits      : 64
OS               : Windows
OS-release       : 7
machine          : AMD64
processor        : Intel64 Family 6 Model 42 Stepping 7, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None

pandas           : 1.0.0
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 45.1.0.post20200127
Cython           : None
pytest           : 5.3.4
hypothesis       : None
sphinx           : 2.3.1
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : 7.11.1
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.1.2
numexpr          : 2.7.0
odfpy            : None
openpyxl         : 3.0.3
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : 5.3.4
pyxlsb           : None
s3fs             : None
scipy            : 1.3.2
sqlalchemy       : 1.3.13
tables           : 3.6.1
tabulate         : None
xarray           : None
xlrd             : 1.2.0
xlwt             : None
xlsxwriter       : None
numba            : None
</details>
