Groupby tuples
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Sorry for having missed #17996, where this could have been discussed, but this said I don't think we should treat specially the case of a ``MultiIndex`` (see the test I added with tuples as labels): we should just interpret what is not a list as a label, as the docs already state (although with some incoherence, which I tried to address).

While I was at it, I fixed a typo which made a test inserted in #17996 trivial.