pandas.core.groupby.DataFrameGroupBy to_csv method doesn't ouput csv file as expected
```
>>> df1 = pd.DataFrame( { 
    "Name" : ["Alice", "Bob", "Mallory", "Mallory", "Bob" , "Mallory"] , 
    "City" : ["Seattle", "Seattle", "Portland", "Seattle", "Seattle", "Portland"] } )

>>> g1 = df1.groupby( [ "Name" ] )

>>> print g1.head()
               City     Name
Name                        
Alice   0   Seattle    Alice
Bob     1   Seattle      Bob
        4   Seattle      Bob
Mallory 2  Portland  Mallory
        3   Seattle  Mallory
        5  Portland  Mallory

>>> g1.to_csv('out.csv')
g1.to_csv('out.csv')
Out[10]: 
Name
Alice      None
Bob        None
Mallory    None
dtype: object
```

(Why some data are output to ipython console ?)

```
>>> !cat out.csv
,City,Name
2,Portland,Mallory
3,Seattle,Mallory
5,Portland,Mallory
```
