BUG:Tuple Series name causes InvalidIndexError in Pandas 1.2.4 but not in 0.25.3
- [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
print(f"pandas: {pd.__version__}")
!python --version   

qf = pd.Series(index = pd.to_datetime(['12Dec2020', '13Dec2020','14Dec2020', '15Dec2020','16Dec2020']),
                    data= [1,1,-1,-1,-1], 
          name=('coz1', 'this_bar'),
         )
qf.index.name="Date"
qf = qf.groupby(
    (qf != qf.shift())
    .cumsum()
).cumsum().apply(int)
qf.head(10)
```

#### Problem description
I pass the `groupby` function a `by` parameter which is series whose name is a Tuple.    In older pandas (0.25.3), this worked.  In modern (1.2.4) pandas this raises an  `InvalidIndexError`.  

You might say, "well then don't name your series with Tuple, name it with a string."  How  my situation happens in real-life is that I'm taking a `.loc` slice of a `DataFrame` with multilevel columns.  This returns a Series, and its name is automatically a tuple of the column levels.  I can do a gross temporary-rename  of the series, but feels like a hack.

#### Expected Output

```
pandas: 0.25.3
Python 3.7.11
Date
2020-12-12    1
2020-12-13    2
2020-12-14   -1
2020-12-15   -2
2020-12-16   -3
Name: (coz1, this_bar), dtype: int64
```
#### Output of ``pd.show_versions()``




<details>

INSTALLED VERSIONS
------------------
commit           : 2cb96529396d93b46abab7bbc73a208e708c642e
python           : 3.9.4.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
Version          : 10.0.19041
machine          : AMD64
processor        : AMD64 Family 23 Model 113 Stepping 0, AuthenticAMD
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : English_Singapore.1252

pandas           : 1.2.4
numpy            : 1.20.1
pytz             : 2021.1
dateutil         : 2.8.1
pip              : 21.0.1
setuptools       : 52.0.0.post20210125
Cython           : 0.29.23
pytest           : 6.2.3
hypothesis       : None
sphinx           : 4.0.1
blosc            : None
feather          : None
xlsxwriter       : 1.3.8
lxml.etree       : 4.6.3
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.3
IPython          : 7.22.0
pandas_datareader: None
bs4              : 4.9.3
bottleneck       : 1.3.2
fsspec           : 0.9.0
fastparquet      : None
gcsfs            : None
matplotlib       : 3.3.4
numexpr          : 2.7.3
odfpy            : None
openpyxl         : 3.0.7
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : 1.6.2
sqlalchemy       : 1.4.7
tables           : 3.6.1
tabulate         : None
xarray           : None
xlrd             : 2.0.1
xlwt             : 1.3.0
numba            : 0.53.1

</details>
