BUG: Fix DataFrame.groupby().apply() for NaN groups with dropna=False 
- [X] closes #35889 
- [X] tests added / passed
- [X] passes `black pandas`
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry in `v1.1.2.rst`

@cwkwong might want to have a more descriptive title `BUG: Fix DataFrame.groupby().apply() for NaN groups with dropna=False` Thanks @arw2019 for approving the changes. What's the next step to hopefully make this as part of the `1.1.2` release? thanks @cwkwong very nice