BUG: RollingGroupby no longer respects sort being disabled
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

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

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example

```python
pd.DataFrame({'foo': [2,1], 'bar': [2, 1]}).groupby('foo', sort=False).rolling(1).min()
       foo  bar
foo
1   1  1.0  1.0
2   0  2.0  2.0

```

#### Problem description

RollingGroupby no longer respects sort being disabled

#### Expected Output

Behaviour in 1.0.5
```python
pd.DataFrame({'foo': [2,1], 'bar': [2, 1]}).groupby('foo', sort=False).rolling(1).min()
       foo  bar
foo
2   0  2.0  2.0
1   1  1.0  1.0
```

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

<details>

INSTALLED VERSIONS
------------------
commit           : 2a7d3326dee660824a8433ffd01065f8ac37f7d6
python           : 3.6.3.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
Version          : 10.0.18362
machine          : AMD64
processor        : Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None

pandas           : 1.1.2
numpy            : 1.19.2
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 9.0.1
setuptools       : 50.3.0
Cython           : 0.29.21
pytest           : 6.0.2
hypothesis       : None
sphinx           : 1.7.9
blosc            : 1.7.0
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : 2.8.6 (dt dec pq3 ext lo64)
jinja2           : 2.11.2
IPython          : 7.8.0
pandas_datareader: None
bs4              : 4.9.1
bottleneck       : None
fsspec           : 0.4.1
fastparquet      : None
gcsfs            : None
matplotlib       : 3.3.0
numexpr          : 2.7.1
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 1.0.1
pytables         : None
pyxlsb           : None
s3fs             : 0.3.3
scipy            : 1.5.2
sqlalchemy       : 1.2.12
tables           : None
tabulate         : None
xarray           : None
xlrd             : 1.2.0
xlwt             : None
numba            : 0.46.0

</details>
