BUG: groupby().ffill() adds group labels as extra column
#### Code Sample, a copy-pastable example if possible

Input:

```python
pd.DataFrame(0, [1,2], [3,4]).groupby([5, 6]).ffill()
```

Output:

```python
   NaN  3  4
1    5  0  0
2    6  0  0
```

#### Problem description

`groupby().ffill()` adds an additional column to the dataframe, containing a copy of the group labels. This is a regression in pandas v0.23.0 (#19673).

#### Expected Output

```python
   3  4
1  0  0
2  0  0
```

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

<details>


INSTALLED VERSIONS
------------------
commit: None
python: 3.6.5.final.0
python-bits: 64
OS: Linux
OS-release: 4.14.14-200.fc26.x86_64
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: C
LANG: C
LOCALE: None.None

pandas: 0.23.1
pytest: 3.6.0
pip: 10.0.1
setuptools: 39.2.0
Cython: 0.28.3
numpy: 1.13.3
scipy: 0.19.1
pyarrow: None
xarray: None
IPython: 4.2.1
sphinx: None
patsy: 0.5.0
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: 1.2.1
tables: 3.4.3
numexpr: 2.6.2
feather: None
matplotlib: 2.2.2
openpyxl: None
xlrd: 1.1.0
xlwt: None
xlsxwriter: None
lxml: None
bs4: 4.6.0
html5lib: 1.0.1
sqlalchemy: 1.2.8
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: 0.1.5
pandas_gbq: None
pandas_datareader: None
</details>
