BUG: Fix pyarrow groupby tests
orthogonal to #48428
@mroeschke no legitimate reason to rush this, but there are more fixes in test_arrow.py im eager to get to after this and #48428 Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
git checkout 1.5.x
git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
git cherry-pick -x -m1 4e72340d9161c0f89c2e9d96253f75d7b7991cae
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
git commit -am 'Backport PR #48443: BUG: Fix pyarrow groupby tests'
```

4. Push to a named branch:

```
git push YOURFORK 1.5.x:auto-backport-of-pr-48443-on-1.5.x
```

5. Create a PR against branch 1.5.x, I would have named this PR:

> "Backport PR #48443 on branch 1.5.x (BUG: Fix pyarrow groupby tests)"

And apply the correct labels and milestones.

Congratulations — you did some good work! Hopefully your backport PR will be tested by the continuous integration and merged soon!

Remember to remove the `Still Needs Manual Backport` label once the PR gets merged.

If these instructions are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                