GroupBy Not Throwing KeyError When Names Exist in MultiIndex

Here is a link to the discussion: [pandas Series groupby with one group](https://stackoverflow.com/questions/55129421/pandas-series-groupby-with-one-group)

#### Code Sample, a copy-pastable example if possible

```python
# from the stackoverflow link above
import pandas as pd
data = pd.DataFrame(data={'date':[pd.Timestamp('2016-02-15')]*3, 
    'time':[pd.Timedelta(x) for x in ('07:30:00','10:10:00','11:10:00')],'name':['A']*3, 'N':[1,2,3]}
).set_index(['date','time','name']).sort_index()
data = data[ data.index.get_level_values('time')>=pd.to_timedelta('09:30:00') ]
dataGB = data['N'].groupby(['date','name'])
print(data)
print('Number of groups:',len(dataGB))
print(dataGB.sum())
print(pd.__version__)

```
#### Problem description

1. The code produces 2 groups while clearly there should be only one.
2. dataGB.sum() result is incorrect

#### **Real** Output

```
>>> print(data)
                          N
date       time     name   
2016-02-15 10:10:00 A     2
           11:10:00 A     3
>>> print('Number of groups:',len(dataGB))
Number of groups: 2
>>> print(dataGB.sum())
date    2
name    3
Name: N, dtype: int64
>>> print(pd.__version__)
0.24.1
```
#### **Expected** Output

```
>>> print(data)
                          N
date       time     name   
2016-02-15 10:10:00 A     2
           11:10:00 A     3
>>> print('Number of groups:',len(dataGB))
Number of groups: 1
>>> dataGB.sum()
date        name
2016-02-15  A       5
Name: N, dtype: int64
>>> print(pd.__version__)
0.24.1
```
#### Output of ``pd.show_versions()``

<details>

>>> pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.3.final.0
python-bits: 64
OS: Linux
OS-release: 3.10.0-862.11.6.el7.x86_64
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: en_US.utf-8
LANG: en_US.utf-8
LOCALE: en_US.UTF-8

pandas: 0.24.1
pytest: 3.3.2
pip: 19.0.3
setuptools: 39.0.1
Cython: 0.27.3
numpy: 1.16.1
scipy: 1.1.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.6.6
patsy: 0.5.0
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: None
tables: 3.4.2
numexpr: 2.6.4
feather: None
matplotlib: 3.0.2
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml.etree: None
bs4: None
html5lib: 0.9999999
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
gcsfs: None

</details>
