Groupby missing tuple doesn't throw

#### Code Sample, a copy-pastable example if possible

```python
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

```python
Out[4]:
   1     2
   3  4  3  4
7  1  1  1  1
8  1  1  1  1

```

cc @toobaz 