BUG: Series groupby does not include nan counts for all categorical labels (#17605)
- [x] closes #17605
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

This is a simple, low-impact fix for #17605.
FYI 

<details>
 <summary>Output of `python scripts/validate_docstrings.py pandas.core.groupby.GroupBy._reindex_output`</summary>
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########### Docstring (pandas.core.groupby.GroupBy._reindex_output)  ###########
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If we have categorical groupers, then we might want to make sure that
we have a fully re-indexed output to the levels. This means expanding
the output space to accommodate all values in the cartesian product of
our groups, regardless of whether they were observed in the data or
not. This will expand the output space if there are missing groups.

The method returns early without modifying the input if the number of
groupings is less than 2, self.observed == True or none of the groupers
are categorical.

Parameters
----------
output : Series or DataFrame
    Object resulting from grouping and applying an operation.
fill_value : scalar, default np.NaN
    Value to use for unobserved categories if self.observed is False.

Returns
-------
Series or DataFrame
    Object (potentially) re-indexed to include all possible groups.

################################################################################
################################## Validation ##################################
################################################################################

1 Errors found:
	Summary should fit in a single line
2 Warnings found:
	See Also section not found
	No examples section found

</details>

 Thanks for the great feedback so far @TomAugspurger, @WillAyd, @jreback! I've made the requested changed, feel free to re-review. thanks @OliverHofkens nice patch!
