REGR: groupby.sem with nuisance columns
- [x] closes #38774
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

We were using the same integer locs in the result of `std` and `count` when computing the quotient for `sem`. However, `std` will drop nuisance columns and `count` will not.

I could only find two tests involving nuisance columns, and these only test sum/mean. Created #38815 for a followup.