Groupby missing tuple doesn't throw

[TomAugspurger]

Code Sample, a copy-pastable example if possible

import pandas as pd
df = pd.DataFrame(1, index=range(3), columns=pd.MultiIndex.from_product([[1, 2], [3,4]]))
df.groupby((7, 8)).mean()

In 0.20.3 that raised KeyError: 7

On master I get

Out[4]:
   1     2
   3  4  3  4
7  1  1  1  1
8  1  1  1  1

cc @toobaz

[toobaz]

Yep, I hadn't tested this... fix ready, after #18731 is pushed I will open a PR.