BUG: retain ordered Categorical dtype in SeriesGroupBy aggregations
- [ ] closes #xxxx
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

ATM we correctly wrap them for DataFrameGroupBy but not for SeriesGroupBy.  Doing this correctly for SeriesGroupBy has the benefit of avoiding the need to special-case it in DataFrameGroupBy

@jbrockmendel lgtm. was there a precursor to merge first? > lgtm. was there a precursor to merge first?

already got #41111