API change in groupby head and tail
BUG/API groupby head and tail act like filter, since they dont aggregage fixes column selection

Breaking API change to groupby head and tail, these were never aggregated output, so should not have the group labels as the index, it should always filter. (It was a legacy from when this was `g.apply(lambda x: x.head(n))`.)

```
        as_index : boolean, default True
            For aggregated output, return object with group labels as the
            index. Only relevant for DataFrame input. as_index=False is
            effectively "SQL-style" grouped output
```

Also fixes the column selection for head and tail

part of #5755 
related #6524 
part of #5264.

cc @jreback @TomAugspurger 
