BUG: Series groupby does not include nan counts for all categorical labels (#17605)
- [x] closes #17605
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

This is a simple, low-impact fix for #17605.