REGR: Groupby first/last/nth treats None as an observation
- [x] closes #38286
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

This is a regression from 1.0.x to 1.1.x, introduced by #33462. Assuming it doesn't get into the 1.2 rc, not sure if it should go into 1.2 during the rc phase or wait until 1.3.

Had to decide on some edge-case behaviors in odd situations with missing values, see https://github.com/pandas-dev/pandas/issues/38286#issuecomment-739521117