TST: added test for GH28597
Added test to ensure that categories stay ordered when grouping
with missing values.

- [ ] closes #28597
- [X] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Hello @mojones! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-04-17 08:44:02 UTC thanks @mojones very nice.

happy to take a test for #23865 as well