columns selection after groupby reset group_keys to True
```
df = pd.DataFrame({"g":[1, 2, 1, 2, 1], "a":range(5), "b":range(1, 6), "c":range(2, 7)})
g = df.groupby("g", group_keys=False)
print g.group_keys  #False
print g[["a", "b", "c"]].group_keys  #True
```

So the `apply()` results are different for these two case:

```
print g.apply(lambda x:x[:2])
```

ouput:

```
   a  b  c  g
0  0  1  2  1
2  2  3  4  1
1  1  2  3  2
3  3  4  5  2
```

but 

```
print g[["a", "b", "c"]].apply(lambda x:x[:2])
```

output:

```
     a  b  c
g           
1 0  0  1  2
  2  2  3  4
2 1  1  2  3
  3  3  4  5
```
