CLN: Replace _selected_obj with _obj_with_exclusions in SeriesGroupBy
- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

This is a revert of #49136 and part of #46944. I was originally aiming to remove instances of `_obj_with_exclusions` until @jbrockmendel pointed out we could (and now have) remove the group selection context by using this over `_selected_obj`.
Thanks @rhshadrach 