REG: DataFrame.agg where func returns lists and axis=1
- [x] closes #42727
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

This reverts #40428. Once agg/apply paths are sorted out so that agg doesn't fall back to apply, we can redo #40428. See https://github.com/pandas-dev/pandas/issues/42727#issuecomment-887191683 for more details.