DataFrameGroupBy.ffill() and .bfill() remove column upon which it was grouped
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd
df = pd.DataFrame({'a': [1, 1, 1, 2], 'b': [11, 11, None, None]})

#   a     b
# 0  1  11.0
# 1  1  11.0
# 2  1   NaN
# 3  2   NaN

df.groupby('a').ffill()

#      b
# 0  11.0
# 1  11.0
# 2  11.0
# 3   NaN

```
#### Problem description

Filling missing values in groups removes the column upon which DataFrame got grouped by.
Previously (0.20.2) list of columns was left intact after such operation.

#### Expected Output

DataFrame containing the same list of columns as before the operation.

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

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.7.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-55-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8
pandas           : 0.25.0
numpy            : 1.16.4
pytz             : 2019.1
dateutil         : 2.8.0
pip              : 19.2.1
setuptools       : 40.6.3
Cython           : 0.27.3
pytest           : 3.0.7
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.2.6
html5lib         : None
pymysql          : None
psycopg2         : 2.7.3.2 (dt dec pq3 ext lo64)
jinja2           : 2.10
IPython          : 7.2.0
pandas_datareader: None
bs4              : 4.6.3
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.2.6
matplotlib       : 2.0.2
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.13.0
pytables         : None
s3fs             : None
scipy            : 1.0.0
sqlalchemy       : 1.1.18
tables           : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None
</details>
