TST: Groupby/transform with grouped NaN (#9941)
 - [x] closes #9941
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``

The original issue works on 0.19.1 as expected (resulting value is `nan`). Doesn't look like this was fixed in a PR for 0.19.2 or 0.20