BUG: groupby.rolling.sem() doesn't handle as_index=False parameter correctly

[dchigarev]

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Reproducible Example

import modin.pandas as pd

md_df = pd.DataFrame({"a": [1, 1, 1, 2, 2, 2], "b": [3, 4, 5, 6, 7, 8]})
pd_df = md_df._to_pandas()

md_res = md_df.groupby("a", as_index=False).rolling(2).sem()
pd_res = pd_df.groupby("a", as_index=False).rolling(2).sem()

print(md_res)
# the 'a' column is NOT involved in the aggregation
#    a         b
# 0  1       NaN
# 1  1  0.707107
# 2  1  0.707107
# 3  2       NaN
# 4  2  0.707107
# 5  2  0.707107

print(pd_res)
# the 'a' column involved in the aggregation
#      a         b
# 0  inf       NaN
# 1  inf  0.707107
# 2  inf  0.707107
# 3  2.0       NaN
# 4  2.0  0.707107
# 5  2.0  0.707107

Issue Description

In the groupby.rolling.sem() implementation introduced in #6292, there's a mismatch in how as_index=False parameter is handled. In pandas the group columns appear to be aggregated and in modin's implementation they're not.

Expected Behavior

To act as pandas.

Error Logs

N/A

Installed Versions

Replace this line with the output of pd.show_versions()