DIfferent result between master and from latest pandas version
related #28201

I find out the result gotten from pandas master is different from using a specific version recently

Also, minimum reproducible example:

```python
df = pd.DataFrame({"group": ['a', 'a', 'b', 'b'], "A": [0, 1, 2, 3], "B": [5, 6, 7, 8]})
df.columns = pd.MultiIndex.from_tuples([('x', 'group'), ('y', 'A'), ('y', 'B')])
```

if running the code below on pandas master:
```python
df.groupby(('x', 'group')).agg(a_max=(('y', 'A'), "max"))
```
![Screen Shot 2019-11-05 at 11 25 45 PM](https://user-images.githubusercontent.com/9269816/68251520-9f054700-0023-11ea-8a0f-c19fb332790e.png)


But if running the same code in `pandas==0.25.3`, then will get the error: 
```
ValueError: operands could not be broadcast together with shapes (1,2) (3,) (1,2) 
```

I didn't find any PRs since 0.25.3 was released related to this issue, so curious why this was caused.
