BUG: NaN should have pct rank of NaN
Backport of #22600.
Hello @gfyoung! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/tests/groupby/test_rank.py`](https://github.com/gfyoung/pandas/blob/d12f1d044802b2cd50b6d7038683599785e4bd49/pandas/tests/groupby/test_rank.py) !

 @jreback @TomAugspurger : Looks like we need to backport #22601 and #21814 too? @gfyoung yep those CI backport are needed 
can u PR? @jreback : Yep, sounds good. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22634?src=pr&el=h1) Report
> Merging [#22634](https://codecov.io/gh/pandas-dev/pandas/pull/22634?src=pr&el=desc) into [0.23.x](https://codecov.io/gh/pandas-dev/pandas/commit/183e92f1309a15e34c890e6c18dd5c7c53f61210?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/22634/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/22634?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           0.23.x   #22634   +/-   ##
=======================================
  Coverage   91.84%   91.84%           
=======================================
  Files         153      153           
  Lines       49588    49588           
=======================================
  Hits        45543    45543           
  Misses       4045     4045
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.24% <ø> (ø)` | :arrow_up: |
| #single | `41.79% <ø> (ø)` | :arrow_up: |


------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22634?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22634?src=pr&el=footer). Last update [183e92f...349e939](https://codecov.io/gh/pandas-dev/pandas/pull/22634?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 This is a clean backport, and with all tests now passing, going to merge this.