BUG: Debug grouped quantile with NA values
- [x] closes #33569
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Closing as this is basically identical to https://github.com/pandas-dev/pandas/pull/33644 now