DOC: Add the description for fixing unexpected sort in groupby in whatsnew note

Author: Licht-T

doc/source/whatsnew/v0.21.0.txt

@@ -538,6 +538,7 @@ Groupby/Resample/Rolling
 - Bug in ``Series.resample(...).apply()`` where an empty ``Series`` modified the source index and did not return the name of a ``Series`` (:issue:`14313`)
 - Bug in ``.rolling(...).apply(...)`` with a ``DataFrame`` with a ``DatetimeIndex``, a ``window`` of a timedelta-convertible and ``min_periods >= 1` (:issue:`15305`)
 - Bug in ``DataFrame.groupby`` where index and column keys were not recognized correctly when the number of keys equaled the number of elements on the groupby axis (:issue:`16859`)
+- Bug in ``DataFrame.groupby`` where the single level selection from ``MultiIndex`` occurs unexpected index sorting (:issue:`17537`)
 
 Sparse
 ^^^^^^