REF: do less in Grouping.__init__
making it incrementally easier to reason about what `self.grouper` is
pls rebase (though i see a similar PR adding some of this machinery), so either ok (suspect they overlap a bit) rebased + green @jreback gentle ping; this has become a blocker for #41373 thanks. not super happy with adding state, but as you are working towards more robust ways this is fine.