'Value cannot be null. (Parameter 'collection')' after apply groupBy

### Include your code
[SimpleRepo.zip](https://github.com/dotnet/efcore/files/14915641/SimpleRepo.zip)
When I try to make a group By after except ( or union, concat, intersect), I get the error 'Value cannot be null. (Parameter 'collection')'. At first I thought that the problem was in the left join, but no. (in EF 6 it worked)

```C#
var managers = context.Manager;
var countries = context.Country;

var companyManagers = context.Companies.Select(x => x.Manager);

var exceptManagers = companyManagers.Except(managers); // OK

var managerRes = exceptManagers.GroupBy(x => x.Name); // not ok
```

And if i try apply select after GroupBy i get the error 'Unable to translate a collection subquery in a projection since either parent or the subquery doesn't project necessary information required to uniquely identify it and correctly generate results on the client side. This can happen when trying to correlate on keyless entity type. This can also happen for some cases of projection before 'Distinct' or some shapes of grouping key in case of 'GroupBy'. These should either contain all key properties of the entity that the operation is applied on, or only contain simple property access expressions.'

Moreover, it is possible to apply ```.Select(x => new { q = x.Key, c = x.Count() } )```, then the request is executed. If ```.Select(x => new { q = x.Key, c = x.Count(), V = x.Select(y => y.Id ).ToList()})``` with a subquery, then an error.

code exemple:
```C#
var managerRes1 = exceptManagers.GroupBy(x => x.Name).Select(x => new { q = x.Key, c = x.Count() } ); // ok

var managerSelectRes = exceptManagers.GroupBy(x => x.Name).Select(x => new { q = x.Key, c = x.Count(), V = x.Select(y => y.Id).ToList()}); // not ok
```

### Include stack traces

Stack trace for 'Value cannot be null. (Parameter 'collection')':

```
at System.ThrowHelper.ThrowArgumentNullException(ExceptionArgument argument)
at System.Collections.Generic.List`1.AddRange(IEnumerable`1 collection)
at Microsoft.EntityFrameworkCore.Query.SqlExpressions.SelectExpression.ApplyProjection(Expression shaperExpression, ResultCardinality resultCardinality, QuerySplittingBehavior querySplittingBehavior)
at Microsoft.EntityFrameworkCore.Query.Internal.SelectExpressionProjectionApplyingExpressionVisitor.VisitExtension(Expression extensionExpression)
at Microsoft.EntityFrameworkCore.Query.RelationalQueryTranslationPostprocessor.Process(Expression query)
at Microsoft.EntityFrameworkCore.SqlServer.Query.Internal.SqlServerQueryTranslationPostprocessor.Process(Expression query)
at Microsoft.EntityFrameworkCore.Query.QueryCompilationContext.CreateQueryExecutor[TResult](Expression query)
at Microsoft.EntityFrameworkCore.Storage.Database.CompileQuery[TResult](Expression query, Boolean async)
at Microsoft.EntityFrameworkCore.Query.Internal.QueryCompiler.CompileQueryCore[TResult](IDatabase database, Expression query, IModel model, Boolean async)
at Microsoft.EntityFrameworkCore.Query.Internal.QueryCompiler.<>c__DisplayClass9_0`1.b__0()
at Microsoft.EntityFrameworkCore.Query.Internal.CompiledQueryCache.GetOrAddQuery[TResult](Object cacheKey, Func`1 compiler)
at Microsoft.EntityFrameworkCore.Query.Internal.QueryCompiler.Execute[TResult](Expression query)
at Microsoft.EntityFrameworkCore.Query.Internal.EntityQueryProvider.Execute[TResult](Expression expression)
at Microsoft.EntityFrameworkCore.Query.Internal.EntityQueryable`1.GetEnumerator()
at System.Collections.Generic.LargeArrayBuilder`1.AddRange(IEnumerable`1 items)
at System.Collections.Generic.EnumerableHelpers.ToArray[T](IEnumerable`1 source)
at System.Linq.SystemCore_EnumerableDebugView`1.get_Items()
```

Stack trace for 'Unable to translate a collection subquery in a projection since either...':

```C#
at Microsoft.EntityFrameworkCore.Query.SqlExpressions.SelectExpression.ApplyProjection(Expression shaperExpression, ResultCardinality resultCardinality, QuerySplittingBehavior querySplittingBehavior)
at Microsoft.EntityFrameworkCore.Query.Internal.SelectExpressionProjectionApplyingExpressionVisitor.VisitExtension(Expression extensionExpression)
at Microsoft.EntityFrameworkCore.Query.RelationalQueryTranslationPostprocessor.Process(Expression query)
at Microsoft.EntityFrameworkCore.SqlServer.Query.Internal.SqlServerQueryTranslationPostprocessor.Process(Expression query)
at Microsoft.EntityFrameworkCore.Query.QueryCompilationContext.CreateQueryExecutor[TResult](Expression query)
at Microsoft.EntityFrameworkCore.Storage.Database.CompileQuery[TResult](Expression query, Boolean async)
at Microsoft.EntityFrameworkCore.Query.Internal.QueryCompiler.CompileQueryCore[TResult](IDatabase database, Expression query, IModel model, Boolean async)
at Microsoft.EntityFrameworkCore.Query.Internal.QueryCompiler.<>c__DisplayClass9_0`1.b__0()
at Microsoft.EntityFrameworkCore.Query.Internal.CompiledQueryCache.GetOrAddQuery[TResult](Object cacheKey, Func`1 compiler)
at Microsoft.EntityFrameworkCore.Query.Internal.QueryCompiler.Execute[TResult](Expression query)
at Microsoft.EntityFrameworkCore.Query.Internal.EntityQueryProvider.Execute[TResult](Expression expression)
at Microsoft.EntityFrameworkCore.Query.Internal.EntityQueryable`1.GetEnumerator()
at System.Collections.Generic.LargeArrayBuilder`1.AddRange(IEnumerable`1 items)
at System.Collections.Generic.EnumerableHelpers.ToArray[T](IEnumerable`1 source)
at System.Linq.SystemCore_EnumerableDebugView`1.get_Items()
```

### Include provider and version information

EF Core version: 8.0.3
Database provider: (e.g. Microsoft.EntityFrameworkCore.SqlServer)
Target framework: (e.g. .NET 8.0)
Operating system:
IDE: (e.g. Visual Studio 2022 17.9.2)