BUG: Groupby-Apply with modifying dataframe and sorting overwrites group values
- [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
import pandas as pd


def wtf(x):
    x['baz'] = ''
    return x.sort_values(by='boo')


df = pd.DataFrame({'boo': ['A', 'B'], 'grouper': ['foo', 'bar']})
df.groupby('grouper').apply(wtf)
```

#### Problem description
The output I get from above code is

````
          boo grouper baz
grouper                  
bar     1   B     bar    
foo     0   B     bar    
````

whereas I would expect

````
          boo grouper baz
grouper                  
bar     1   B     bar    
foo     0   A     foo    
````

Both steps are necessary. If we leave out entirely or apply `df['baz'] = ''` before executing the groupby-apply, the bug doesn't happen. If we leave out the `sort_values`, the bug doesn't happen. (Applying it outside of the groupby-apply is different semantically).
Order matters. If we first sort then modify, the bug doesn't happen.

Any pointers as to where to start debugging this?

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

<details>

INSTALLED VERSIONS
------------------
commit           : f2ca0a2665b2d169c97de87b8e778dbed86aea07
python           : 3.8.5.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
Version          : 10.0.17763
machine          : AMD64
processor        : Intel64 Family 6 Model 85 Stepping 4, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : English_United States.1252

pandas           : 1.1.1
numpy            : 1.19.1
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.2
setuptools       : 49.6.0.post20200814
Cython           : None
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       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>
