TST: df.combine_first duplicates rows for nan index values (#39881)
- [x] closes #39881
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry (n/a - added test case only)
