In GroupBy._python_agg_general we have a check

        if self.ngroups == 0:
            # e.g. test_evaluate_with_empty_groups different path gets different
            #  result dtype in empty case.
            return self._python_apply_general(f, self._selected_obj, is_agg=True)

The only test that fails if we disable this check is test_evaluate_with_empty_groups, which is passing lambda x: x as its ostensibly-aggregating function. Without this special-casing, we return object dtype instead of float64 dtype in this case. I'm not sure what our policy is on requiring actually-aggregating functions in agg (cc @rhshadrach?) but this feels sketchy.