TST: added groupby apply test for nan coerce
- [x] closes #24903
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] Bug was reported in #24903 that showed empty strings being coerced into Nan when certain apply was used with groupby.  Although bug has been fixed, this test identifies the issue if it were to happen again.
thanks @tyvich 