DOC: sort has no effect on filters
- [x] closes #51692

Updated docs for `DataFrame.groupby` and `Series.groupby`, pointed out that the parameter the `sort` parameter has no effect on filters.

In the API docs for DataFrame.groupby and Series.groupby the fact that `as_index` has no effect on filters is not mentioned. 
Should I mention it? 
 @MarcoGorelli - any further comments? Thanks @MarcoGorelli and @rhshadrach for helping me with this pr.