Should Groupby.sum modify _selected_obj?
#### Code Sample, a copy-pastable example if possible

```python
In [1]: import pandas as pd                                                                                                                                                                            

In [2]: df = pd.DataFrame({"A": ["foo"] * 3 + ["bar"] * 3, "B": [1] * 6})                                                                                                                              

In [3]: g = df.groupby("A")                                                                                                                                                                            

In [4]: g._selected_obj                                                                                                                                                                                
Out[4]: 
     A  B
0  foo  1
1  foo  1
2  foo  1
3  bar  1
4  bar  1
5  bar  1

In [5]: g.sum()                                                                                                                                                                                        
Out[5]: 
     B
A     
bar  3
foo  3

In [6]: g._selected_obj                                                                                                                                                                                
Out[6]: 
   B
0  1
1  1
2  1
3  1
4  1
5  1
```
#### Problem description

Noticed this while working on #32332

#### Expected Output

I wasn't expecting this to have side-effects

#### Output of ``pd.show_versions()``

<details>

In [7]: pd.show_versions()                                                                                                                                                                             
/home/SERILOCAL/m.gorelli/miniconda3/envs/pandas-dev/lib/python3.7/site-packages/fastparquet/dataframe.py:5: FutureWarning: pandas.core.index is deprecated and will be removed in a future version.  The public classes are available in the top-level namespace.
  from pandas.core.index import CategoricalIndex, RangeIndex, Index, MultiIndex

INSTALLED VERSIONS
------------------
commit           : f7bed0583556f66f18f6391eddf3e0802c4933f3
python           : 3.7.6.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-88-generic
Version          : #88-Ubuntu SMP Tue Feb 11 20:11:34 UTC 2020
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_GB.UTF-8
LOCALE           : en_GB.UTF-8

pandas           : 1.1.0.dev0+694.gf7bed0583
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 19.3.1
setuptools       : 45.1.0.post20200119
Cython           : 0.29.14
pytest           : 5.3.4
hypothesis       : 5.3.0
sphinx           : 2.3.1
blosc            : 1.8.3
feather          : None
xlsxwriter       : 1.2.7
lxml.etree       : 4.4.2
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : 7.11.1
pandas_datareader: None
bs4              : 4.8.2
bottleneck       : 1.3.1
fastparquet      : 0.3.2
gcsfs            : None
matplotlib       : 3.1.2
numexpr          : 2.7.1
odfpy            : None
openpyxl         : 3.0.1
pandas_gbq       : None
pyarrow          : 0.15.1
pytables         : None
pyxlsb           : None
s3fs             : 0.4.0
scipy            : 1.4.1
sqlalchemy       : 1.3.12
tables           : 3.6.1
tabulate         : 0.8.6
xarray           : 0.14.1
xlrd             : 1.2.0
xlwt             : 1.3.0
numba            : 0.47.0

</details>
