BUG: groupby.first/last loses timezone information followup
xref https://github.com/pandas-dev/pandas/pull/21573#discussion_r197425013
```
In [2]: df = pd.DataFrame({'group': [1, 1, 2],
                           'category_string': pd.Series(list('abc')).astype('category'),
                           'datetimetz': pd.date_range('20130101', periods=3, tz='US/Eastern')})
In [3]: df.groupby('group').first()
Out[3]: 
      category_string          datetimetz                                                
group                                                                                                                                                     
1                   a 2013-01-01 05:00:00                                                                      
2                   c 2013-01-03 05:00:00 
```

The example above passes data through the `first/last` compat method which strips timezone information. PR #15885 (now closed) should fix this issue (and offer a performance boost to Categorial data as mentioned in #19026)