QST: is the new behavior of GroupByRolling in v1.1.0 intended?
#### Question about pandas

Let's say we have a `DataFrame` like the below.

```python
>>> pdf = pd.DataFrame({"a": [1, 2, 3, 2], "b": [4.0, 2.0, 3.0, 1.0], "c": [10, 20, 30, 20]})
>>> pdf
   a    b   c
0  1  4.0  10
1  2  2.0  20
2  3  3.0  30
3  2  1.0  20
```

Then, when I use `GroupByRolling`, In the version of pandas <= 1.0.5 shows result as below.

```python
>>> pdf.groupby('a')[['b']].rolling(2).max()
       b
a
1 0  NaN
3 2  NaN
2 1  NaN
  3  2.0
```

However, In the pandas 1.1.0, the result seems different from the previous version as below.

```python
>>> pdf.groupby('a')[['b']].rolling(2).max()
       a    b     c
a
1 0  NaN  NaN   NaN
2 1  NaN  NaN   NaN
  3  2.0  2.0  20.0
3 2  NaN  NaN   NaN
```

Could someone let me know Is it intended? or unexpected behavior (maybe kind of bug) ?

Thanks :)