Named Aggregation : Can't use multiple lambda on the same column
Note : I read #28467 before posting this
#### Code Sample, a copy-pastable example if possible
Reproduction :
```python

import numpy as np
import pandas as pd
print(pd.__version__) # 0.25.3
animals = pd.DataFrame({'kind': ['cat', 'dog', 'cat', 'dog'],
                            'height': [9.1, 6.0, 9.5, 34.0],
                            'weight': [7.9, 7.5, 9.9, 198.0]})
aggegators = {
    'perc80' : ('height', lambda x:np.percentile(x, q=.80)),
    'perc90' : ('height', lambda x:np.percentile(x, q=.90)),
}
animals.groupby('kind').agg(**aggegators)

```
#### Problem description

Applying multiple unnamed aggregation functions to the same column throws the exception below, but may not, I think.
`
"None of [MultiIndex([('height', '<lambda>'),\n            ('height', '<lambda>')],\n           )] are in the [columns]"
`


#### Expected Output
![image](https://user-images.githubusercontent.com/8083526/71557543-cb4bab80-2a47-11ea-8168-03df36a060d1.png)

#### Code without unnamed functions works fine
```python
import numpy as np
import pandas as pd
print(pd.__version__) # 0.25.3
animals = pd.DataFrame({'kind': ['cat', 'dog', 'cat', 'dog'],
                            'height': [9.1, 6.0, 9.5, 34.0],
                            'weight': [7.9, 7.5, 9.9, 198.0]})

def perc80(x):
    return np.percentile(x,q=.80)

def perc90(x):
    return np.percentile(x,q=.90)

aggegators2 = {
    'perc80' : ('height', perc80),
    'perc90' : ('height', perc90),
}
animals.groupby('kind').agg(**aggegators2)
```
#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.9.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.4.0-18362-Microsoft
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.3
numpy            : 1.17.4
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 19.3.1
setuptools       : 42.0.2.post20191203
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : 7.10.2
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.1.1
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None

</details>
