TST: add test for groupby on list of empty list
- [x] closes #5289
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ n/a] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25589?src=pr&el=h1) Report
> Merging [#25589](https://codecov.io/gh/pandas-dev/pandas/pull/25589?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/74a9ae309d057d5da50717ffb18fd3dd9212fad7?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25589/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25589?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25589      +/-   ##
==========================================
+ Coverage   91.26%   91.26%   +<.01%     
==========================================
  Files         173      173              
  Lines       52966    52966              
==========================================
+ Hits        48337    48338       +1     
+ Misses       4629     4628       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.84% <ø> (ø)` | :arrow_up: |
| #single | `41.71% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25589?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby/grouper.py](https://codecov.io/gh/pandas-dev/pandas/pull/25589/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9ncm91cGVyLnB5) | `98.53% <0%> (+0.36%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25589?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/25589?src=pr&el=footer). Last update [74a9ae3...5c348ed](https://codecov.io/gh/pandas-dev/pandas/pull/25589?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25589?src=pr&el=h1) Report
> Merging [#25589](https://codecov.io/gh/pandas-dev/pandas/pull/25589?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/74a9ae309d057d5da50717ffb18fd3dd9212fad7?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25589/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25589?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25589      +/-   ##
==========================================
+ Coverage   91.26%   91.26%   +<.01%     
==========================================
  Files         173      173              
  Lines       52966    52966              
==========================================
+ Hits        48337    48338       +1     
+ Misses       4629     4628       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.84% <ø> (ø)` | :arrow_up: |
| #single | `41.71% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25589?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby/grouper.py](https://codecov.io/gh/pandas-dev/pandas/pull/25589/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9ncm91cGVyLnB5) | `98.53% <0%> (+0.36%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25589?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/25589?src=pr&el=footer). Last update [74a9ae3...5c348ed](https://codecov.io/gh/pandas-dev/pandas/pull/25589?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Thanks!