DOC: Whatsnew notable bugfix on groupby behavior with unobserved groups
- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [ ] [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
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Ref: https://github.com/pandas-dev/pandas/pull/55738#issuecomment-1937085332

I made the section just focus on the unobserved fixes, leaving the dropna bugfixes where they are (they are quite minor).

cc @jorisvandenbossche 
/preview Website preview of this PR available at: https://pandas.pydata.org/preview/pandas-dev/pandas/57600/ Thanks @rhshadrach  Thank @rhshadrach for the follow-up!