DEPR: observed=False default in groupby
- [x] closes #43999 (Replace xxxx with the GitHub issue number)
- [x] closes #30552
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

for users who work interaactively (ipython, jupyter,..), Is there way to avoid the `FutureWarning` coming repeatedly? It will probably get quite annoying after a while...

Otherwise LGTM. Thanks @topper-123 

> for users who work interaactively (ipython, jupyter,..), Is there way to avoid the FutureWarning coming repeatedly? It will probably get quite annoying after a while...

Users can specify `observed=True|False`. Also, just to be sure, this will only warn if one of the groupings is categorical.

I think you're thinking of some global option? I would be -1 on that, and hope this will be rare enough that it won't pester users. They'll need to specify `observed=True` if they want to adopt future behavior or `observed=False` if they want to maintain current behavior eventually.



 Thanks @rhshadrach 