BUG: Groupby.nth includes group key inconsistently #12839
- [x] closes #12839
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

When the group selection changes, the cache for `_selected_obj` needs to be reset so that `nth`, `head`, and `tail` can return consistent results.
