sort=False ignored in Series groupby on MultiIndex levels
Example:

```
import pandas
def geta():
    i = pandas.MultiIndex.from_tuples([(1, 2, 'a', 0),
                              (1, 2, 'a', 1),
                              (1, 1, 'b', 0),
                              (1, 1, 'b', 1),
                              (2, 1, 'b', 0),
                              (2, 1, 'b', 1)], names=['a', 'b', 'c', 'd'])
    a = pandas.Series([0, 1, 2, 3, 4, 5], index=i)
    return(a)

for dosort in [True, False]:
    a = geta()
    b = a.groupby(level=['a', 'b'], sort=dosort).first()
    a = None
    print('%s, sort=%s, \n%s' % (geta.__name__, dosort, b))
```

Output:

```
geta, sort=True,
a  b
1  1    2
   2    0
2  1    4
dtype: int64
geta, sort=False,
a  b
1  1    2
   2    0
2  1    4
dtype: int64
```

Also see: https://github.com/pydata/pandas/pull/9076
Possibly related to: https://github.com/pydata/pandas/issues/8868
