DEPR: Update groupby.apply DeprecationWarning to FutureWarning
- [ ] 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.

Ref: https://github.com/pandas-dev/pandas/pull/54950#issuecomment-1896995028
Just got caught up with some of the chat on slack, marking this as a draft until https://github.com/pandas-dev/pandas/pull/59513 is merged. 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. I also assume we discussed the actual deprecation thoroughly before, and then +1 on updating it from DeprecationWarning to FutureWarning now. @rhshadrach can you add a brief whatsnew note for 2.3 (maybe just linking to the earlier whatsnew note about it). Users might still start seeing this when updating to 2.3, so it would be good to have some mention of it. Thanks @rhshadrach 