ffill with groupby removes index on version >= 0.25.0

```python
data = [[1, 2, 2],
       [1 ,2, np.nan],
       [1, 2, np.nan],
       [3,4,4],
       [3,4, np.nan], 
       [3,0, np.nan]]
data = pd.DataFrame(data, columns = ["A","B", "C"])

data.groupby(["A", "B"]).ffill().reset_index()

```
#### Problem description
Forward fill with groupby doesn't leave keys in the index (or at all).

mock data:


  A | B | C
 -- | -- | --
1 | 2 | 2.0
1 | 2 | NaN
1 | 2 | NaN
3 | 4 | 4.0
3 | 4 | NaN
3 | 0 | NaN


#### Output
index | C
 -- | --
0 | 2.0
1 | 2.0
2 | 2.0
3 | 4.0
4 | 4.0
5 | NaN


#### Expected Output (for pandas version 0.24.2)


index | A | B | C
-- | -- | -- | --
0 | 1 | 2 | 2.0
1 | 1 | 2 | 2.0
2 | 1 | 2 | 2.0
3 | 3 | 4 | 4.0
4 | 3 | 4 | 4.0
5 | 3 | 0 | NaN

**Note** : ```data.groupby(["A", "B"]).fillna(method = 'ffill').reset_index() ``` from pandas 0.24.2 has same behaviour as pandas version 0.25.3 (missing keys).

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

<details>

[paste the output of ``pd.show_versions()`` here below this line]
INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.3.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.0.0-36-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.3
numpy            : 1.17.3
pytz             : 2018.9
dateutil         : 2.8.0
pip              : 19.0.3
setuptools       : 40.8.0
Cython           : 0.29.6
pytest           : 4.3.1
hypothesis       : None
sphinx           : 1.8.5
blosc            : None
feather          : 0.4.0
xlsxwriter       : 1.1.5
lxml.etree       : 4.3.2
html5lib         : 1.0.1
pymysql          : 0.9.3
psycopg2         : 2.8.4 (dt dec pq3 ext lo64)
jinja2           : 2.10
IPython          : 7.4.0
pandas_datareader: None
bs4              : 4.7.1
bottleneck       : 1.2.1
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.3.2
matplotlib       : 3.0.3
numexpr          : 2.6.9
odfpy            : None
openpyxl         : 2.6.1
pandas_gbq       : None
pyarrow          : 0.15.1
pytables         : None
s3fs             : None
scipy            : 1.2.1
sqlalchemy       : 1.3.1
tables           : 3.5.1
xarray           : None
xlrd             : 1.2.0
xlwt             : 1.3.0
xlsxwriter       : 1.1.5
</details>
