[BUG] Fixed behavior of DataFrameGroupBy.apply to respect _group_selection_context
- [x] closes #28549
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

This issue needs to be addressed before #28541 can be merged
