[BUG] Groupby with as_index=False raises error when type is Category.
#### Code to reproduce the issue

```python
import pandas as pd

test = pd.DataFrame([[1, 1], [2, 2], [3, 3]], columns=['col1', 'col2'])
test['col1'] = test['col1'].astype('category')

test.groupby(['col1', 'col2'], as_index=False).size()
```
#### Problem description

With pandas 1.0.1, the code throws an error `ValueError: No axis named 1 for object type <class 'pandas.core.series.Series'>`.
With pandas 0.25.3, the code works, but `as_index` argument do not function as already mentioned in #25011.
This happened with categorical type, the output of the new version is similar to 0.25.3 with other types.

#### Expected Output
|    |   col1 |   col2 |   0 |
|---:|-------:|-------:|----:|
|  0 |      1 |      1 |   1 |
|  1 |      1 |      2 |   0 |
|  2 |      1 |      3 |   0 |
|  3 |      2 |      1 |   0 |
|  4 |      2 |      2 |   1 |
|  5 |      2 |      3 |   0 |
|  6 |      3 |      1 |   0 |
|  7 |      3 |      2 |   0 |
|  8 |      3 |      3 |   1 |

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

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.8.1.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.3.0
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : en_US.UTF-8

pandas           : 1.0.1
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 45.2.0.post20200210
Cython           : None
pytest           : 5.3.2
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : None
pandas_datareader: None
bs4              : 4.8.2
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.1.3
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : 5.3.2
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : None
tables           : None
tabulate         : 0.8.6
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None
numba            : None

</details>
