BUG: Rolling min_periods not working on groupby object
- [x] I have checked that this issue has not already been reported.

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

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

---

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

```python
df = pd.DataFrame({
    'segment': 'A',
    'data': range(10)
})

df.rolling(5, center=True, min_periods=1).max()

df.groupby('segment').rolling(5, center=True, min_periods=1).max().reset_index(drop=True)
```

#### Problem description

For the DataFrame above, with a single segment 'A', the result of `df.rolling(5, center=True, min_periods=1).max()` should be identical to that of `df.groupby('segment').rolling(5, center=True, min_periods=1).max().reset_index(drop=True)`. Instead, the latter operation has NaNs in the last two positions of the data column.

#### Expected Output

Both operations should return the sequence `[2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 9.0, 9.0]`. Instead, `df.groupby('segment').rolling(5, center=True, min_periods=1).max().reset_index(drop=True)` returns  `[2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, NaN, NaN]`

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

<details>

INSTALLED VERSIONS
------------------
commit           : f2ca0a2665b2d169c97de87b8e778dbed86aea07
python           : 3.7.7.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.6.0
Version          : Darwin Kernel Version 19.6.0: Thu Jun 18 20:49:00 PDT 2020; root:xnu-6153.141.1~1/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.1
numpy            : 1.19.1
pytz             : 2020.1
dateutil         : 2.8.0
pip              : 20.1.1
setuptools       : 47.3.0.post20200616
Cython           : None
pytest           : 6.0.0
hypothesis       : None
sphinx           : 3.1.1
blosc            : None
feather          : None
xlsxwriter       : 1.2.9
lxml.etree       : 4.5.1
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.15.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : 0.8.0
fastparquet      : None
gcsfs            : None
matplotlib       : 3.2.1
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 1.0.0
pytables         : None
pyxlsb           : None
s3fs             : 0.4.2
scipy            : 1.5.2
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : 1.2.0
xlwt             : None
numba            : None

</details>
