BUG: groupby + rolling with a non-integer window on multi-index fails-
- [x] I have checked that this issue has not already been reported. [This](https://github.com/pandas-dev/pandas/issues/15584) seems to be a related issue, but I guess `groupby` is a complication.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample, a copy-pastable example

```python
import pandas as pd
data = pd.DataFrame(
    [
        [1, "2020-01-01", "a", 1],
        [2, "2020-01-01", "a", 13],
        [2, "2020-01-02", "a", 4],
        [1, "2020-01-01", "b", 5],
        [1, "2020-01-02", "b", 6],
        [1, "2020-01-03", "c", 9],
        [2, "2020-01-03", "c", 11],
        [2, "2020-01-03", "c", 12],
    ],
    columns=["gr1", "date", "gr2", "value"],
)
data["date"] = pd.to_datetime(data["date"])
data.set_index(["date", "gr1", "gr2"], inplace=True)
data.sort_index(level="date", inplace=True)
print(data)
data.groupby(level="gr1").rolling(window="2D", level="date")["value"].max()
```
Output: 

```
                    value
date       gr1 gr2       
2020-01-01 1   a        1
               b        5
           2   a       13
2020-01-02 1   b        6
           2   a        4
2020-01-03 1   c        9
           2   c       11
               c       12
data.groupby(level="gr1").rolling(window="2D", level="date")["value"].max()
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/usr/local/lib/python3.9/site-packages/pandas/core/groupby/groupby.py", line 1866, in rolling
    return RollingGroupby(self, *args, **kwargs)
  File "/usr/local/lib/python3.9/site-packages/pandas/core/window/rolling.py", line 752, in __init__
    super().__init__(obj, *args, **kwargs)
  File "/usr/local/lib/python3.9/site-packages/pandas/core/window/rolling.py", line 113, in __init__
    self.validate()
  File "/usr/local/lib/python3.9/site-packages/pandas/core/window/rolling.py", line 1921, in validate
    raise ValueError("window must be an integer")
ValueError: window must be an integer
```

#### Problem description

Non-integer rolling window seems to not be compatible with multi-index although the `level` is passed in the `rolling`. I am actually not sure if this is a Bug or design choice/design flaw. Note that the `gr2` column needs to stay in the index otherwise it will be "lost".

#### Expected Output

```
                    value
date       gr1 gr2       
2020-01-01 1   a        5
               b        5
           2   a       13
2020-01-02 1   b        6
           2   a       13
2020-01-03 1   c        9
           2   c       12
               c       12
```

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

<details>

commit           : f2c8480af2f25efdbd803218b9d87980f416563e
python           : 3.9.2.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 20.3.0
Version          : Darwin Kernel Version 20.3.0: Thu Jan 21 00:06:51 PST 2021; root:xnu-7195.81.3~1/RELEASE_ARM64_T8101
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.UTF-8

pandas           : 1.2.3
numpy            : 1.20.1
pytz             : 2021.1
dateutil         : 2.8.1
pip              : 21.0.1
setuptools       : 54.1.2
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>
