BUG: filter (with dropna=False) when there are no groups fulfilling the condition
- [x] closes #12768
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

Implemented the fix for #12768 which was proposed in the bug report. 

run: `git diff master | flake8 --diff` to see PEP issues
 thanks @jonaslb
