[PERF] fixing memory leak in aggregation.pyx
- [x] closes #43339
- [x] tests passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

The old memory needs to be released, before the pointer switches to the new list.
