Sorting within groupby causes duplication of index level
When I run this code on 0.17.0 on Python 3.5.0

```
import pandas as pd
d = pd.DataFrame(data=[[2, 1]])
print(d.index)
print((d.
 groupby(level=0).
 apply(lambda d: 
       d.sort_values(0)
      )
 ).index)
```

I get 

```
Int64Index([0], dtype='int64')
MultiIndex(levels=[[0], [0]],
           labels=[[0], [0]])
```

The index gets duplicated (and turned into a multiindex) as a result of the `sort` within the `groupby`. 

Appears to be a bug to me. 
