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Backport PR #45363: BUG: correctly instantiate subclassed DataFrame/Series in groupby apply

@lumberbot-app lumberbot-app bot added this to the 1.4 milestone Jan 16, 2022
@lumberbot-app lumberbot-app bot added Bug Groupby Regression Functionality that used to work in a prior pandas version labels Jan 16, 2022
@jreback jreback merged commit 219811f into pandas-dev:1.4.x Jan 16, 2022
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Bug Groupby Regression Functionality that used to work in a prior pandas version

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