TST: Check MultiIndex when grouping by all columns of an empty DF (#32464)

Co-authored-by: Richard Shadrach
    <[email protected]>

Author: YagoGG

pandas/tests/groupby/test_function.py

@@ -1574,3 +1574,11 @@ def test_corrwith_with_1_axis():
     )
     expected = Series([np.nan] * 6, index=index)
     tm.assert_series_equal(result, expected)
+
+
+def test_multiindex_group_all_columns_when_empty():
+    # GH 32464
+    df = DataFrame({"a": [1], "b": [2], "c": [3]}).set_index(['a', 'b', 'c'])
+    result = df.groupby(["a", "b", "c"]).sum().index[:0]
+    expected = df.index[:0]
+    tm.assert_index_equal(result, expected)