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 +1574,15 @@ 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(groupby_func):
+    # GH 32464
+    df = DataFrame({"a": [], "b": [], "c": []}).set_index(["a", "b", "c"])
+    gb = df.groupby(["a", "b", "c"])
+    method = getattr(gb, groupby_func)
+    args = get_groupby_method_args(groupby_func, df)
+
+    result = method(*args).index
+    expected = df.index
+    tm.assert_index_equal(result, expected)