Bug in groupby.get_group on categoricalindex
 - [x] closes #15155
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry

## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/15163?src=pr) is 85.54% (diff: 100%)


> No coverage report found for **master** at 77518d8.

> Powered by [Codecov](https://codecov.io?src=pr). Last update [77518d8...742d4a5](https://codecov.io/gh/pandas-dev/pandas/compare/77518d83fcf2c15eb4efc85a1ba34fe9ed805d45...742d4a52d4db55793f6ca20014b619b5979627b9?src=pr) thanks @watercrossing 

if you are interested in working on #15166 would be great!