BUG: Empty result in df.groupby.agg on multiple keys has no columns

[rhshadrach]

Comparing:

df = DataFrame(columns=["A", "B", "C"])
print(df.groupby(["A"]).sum())
print(df.groupby(["A", "B"]).sum())

gives:

Empty DataFrame
Columns: [B, C]
Index: []
Empty DataFrame
Columns: []
Index: []

This is due to taking two different paths through agg - when nkeys > 1, using _python_agg_general and otherwise using GroupByApply.agg.

[rhshadrach]

Ah - this is a duplicate of #26411