BUG: GH12824 fixed apply() returns different result depending on whet…
- [x] closes #12824 
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

In `_wrap_applied_output` for `NDFrameGroupBy`, if the first result of `apply` is `None`, find the first non-`None` result to determine behavior

can you rebase / update
 Rebased and made the changes you suggested but there was a new error with the test. It is introduced by #12743 which now throws an error in `_concat_objects` when any of the values are `None` (see below). The new PR makes a small change to deal with this, can you check if ok?

```
======================================================================
ERROR: test_groupby_apply_none_first (pandas.tests.test_groupby.TestGroupBy)
----------------------------------------------------------------------
Traceback (most recent call last):
  File ".../pandas/tests/test_groupby.py", line 6292, in test_groupby_apply_none_first
    result = test_df.groupby('groups').apply(test_func)
  File ".../pandas/core/groupby.py", line 651, in apply
    return self._python_apply_general(f)
  File ".../pandas/core/groupby.py", line 660, in _python_apply_general
    not_indexed_same=mutated or self.mutated)
  File ".../pandas/core/groupby.py", line 3241, in _wrap_applied_output
    not_indexed_same=not_indexed_same)
  File ".../pandas/core/groupby.py", line 824, in _concat_objects
    values = reset_identity(values)
  File ".../pandas/core/groupby.py", line 809, in reset_identity
    ax = v._get_axis(self.axis)
AttributeError: 'NoneType' object has no attribute '_get_axis'

----------------------------------------------------------------------
```
 ## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/12977?src=pr) is **84.12%**

> Merging [#12977](https://codecov.io/gh/pydata/pandas/pull/12977?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will increase coverage by **<.01%**

``` diff
@@             master     #12977   diff @@
==========================================
  Files           138        138          
  Lines         50388      50390     +2   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          42386      42388     +2   
  Misses         8002       8002          
  Partials          0          0          
```
1. 4 files (not in diff) in `pandas` were modified. [more](https://codecov.io/gh/pydata/pandas/commit/c630c8b6471468afa0ea6ff5bcb81279902bf0f6/changes?src=pr#70616E646173) 
   - Hits `-4`

> Powered by [Codecov](https://codecov.io?src=pr). Last updated by [4e4a7d9...c630c8b](https://codecov.io/gh/pydata/pandas/compare/4e4a7d9ae5b3c05b21dc0a0f3c12648236ec586e...c630c8b6471468afa0ea6ff5bcb81279902bf0f6)
 can you squash
 thanks @adneu 
