DataFrame.GroupBy.apply has unexpected returns in some cases
#### Code Sample, a copy-pastable example if possible

```python
# Your code here
def agg(a, b):
    return a + b

x = pd.DataFrame({'A': np.arange(10), 'B': [1] * 10, 'C': np.random.rand(10), 'D': np.random.rand(10)}).set_index(['A', 'B'])

x.groupby('B').apply(lambda g: g.C + g.D)
```
#### Problem description
This returns a DataFrame of shape (1, 10)

This seems to occur when i) The groupby key happens to have a unique value  ii) The apply function takes a DataFrame and returns a Series.

#### Expected Output

I expect it returns a Series of shape (10, 1)

#### Output of ``pd.show_versions()``

<details>

[paste the output of ``pd.show_versions()`` here below this line]


INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.4.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-72-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.1
numpy            : 1.17.2
pytz             : 2019.3
dateutil         : 2.8.0
pip              : 19.2.3
setuptools       : 41.4.0
Cython           : 0.29.13
pytest           : 5.2.1
hypothesis       : None
sphinx           : 2.2.0
blosc            : None
feather          : None
xlsxwriter       : 1.2.1
lxml.etree       : 4.4.1
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : 7.8.0
pandas_datareader: 0.8.1
bs4              : 4.8.0
bottleneck       : 1.2.1
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.4.1
matplotlib       : 3.1.1
numexpr          : 2.7.0
odfpy            : None
openpyxl         : 3.0.0
pandas_gbq       : None
pyarrow          : 0.13.0
pytables         : None
s3fs             : None
scipy            : 1.3.1
sqlalchemy       : 1.3.9
tables           : 3.5.2
xarray           : None
xlrd             : 1.2.0
xlwt             : 1.3.0
xlsxwriter       : 1.2.1

</details>
