return nan on empty groups
- [ ] closes #46496

I'm not sure where in the rst file to specify this behavior change. If its a bug fix or just an enhancement. Any help would be appreciated. 

I also ran some of the `test...apply` files and they passed, please let me know what else I should do.
thank you!
This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. Closing this PR as stale. @eytanohana - respond here if you are interested in continuing and would be happy to reopen!