BUG: `len(df.groupby(..., dropna=False))` raises ValueError: Categorical categories cannot be null
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.
(only in current master; dropna=False didn't exist previously)

- [x] (optional) I have confirmed this bug exists on the master branch of pandas.

---


#### Code Sample, a copy-pastable example

```python
>>> df = pd.DataFrame({'a': [pd.to_datetime('2019-02-12'), pd.to_datetime('2019-02-12'), pd.to_datetime('2019-02-13'), pd.NaT], 'b': [1, 2, 3, 4]})
>>>
>>> dfg = df.groupby(['a'], dropna=False)
>>> len(dfg)
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "./venv/pandas-1/lib64/python3.8/site-packages/pandas/core/groupby/groupby.py", line 539, in __len__
    return len(self.groups)
  File "./venv/pandas-1/lib64/python3.8/site-packages/pandas/core/groupby/groupby.py", line 558, in groups
    return self.grouper.groups
  File "pandas/_libs/properties.pyx", line 33, in pandas._libs.properties.CachedProperty.__get__
  File "./venv/pandas-1/lib64/python3.8/site-packages/pandas/core/groupby/ops.py", line 257, in groups
    return self.groupings[0].groups
  File "pandas/_libs/properties.pyx", line 33, in pandas._libs.properties.CachedProperty.__get__
  File "./venv/pandas-1/lib64/python3.8/site-packages/pandas/core/groupby/grouper.py", line 598, in groups
    return self.index.groupby(Categorical.from_codes(self.codes, self.group_index))
  File "./venv/pandas-1/lib64/python3.8/site-packages/pandas/core/arrays/categorical.py", line 606, in from_codes
    dtype = CategoricalDtype._from_values_or_dtype(
  File "./venv/pandas-1/lib64/python3.8/site-packages/pandas/core/dtypes/dtypes.py", line 365, in _from_values_or_dtype
    dtype = CategoricalDtype(categories, ordered)
  File "./venv/pandas-1/lib64/python3.8/site-packages/pandas/core/dtypes/dtypes.py", line 252, in __init__
    self._finalize(categories, ordered, fastpath=False)
  File "./venv/pandas-1/lib64/python3.8/site-packages/pandas/core/dtypes/dtypes.py", line 406, in _finalize
    categories = self.validate_categories(categories, fastpath=fastpath)
  File "./venv/pandas-1/lib64/python3.8/site-packages/pandas/core/dtypes/dtypes.py", line 579, in validate_categories
    raise ValueError("Categorical categories cannot be null")
ValueError: Categorical categories cannot be null
```

#### Problem description

When using groupby with the option of `dropna=False`, it may happen that a `ValueError` is being raised when the result of `len(groupby(..., dropna=False))` is obtained. This works fine in older version of Pandas (0.25.x) which always dropped na rows by default. Even in the current master version (1.1.0.dev0+2054.gc15f08084) `len(...)` still works fine when `dropna=True` is used. The interesting bit (for me at least) is that categoricals are somehow used while there are no categoricals in the dataframe to begin with. Perhaps this is a code path that is not meant to be executed.

#### Expected Output

No exception being raised (there isn't any categorical after all) and `len(...)` isn't modifying anything so an exception is totally unexpected.

#### Output of ``pd.show_versions()``

<details>

```
>>> pd.show_versions()

INSTALLED VERSIONS
------------------
commit           : c15f0808428b5cdb4eaea290fb26a71c3534630b
python           : 3.8.3.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.7.7-200.fc32.x86_64
Version          : #1 SMP Wed Jul 1 19:53:01 UTC 2020
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_AU.UTF-8
LOCALE           : en_AU.UTF-8

pandas           : 1.1.0.dev0+2054.gc15f08084
numpy            : 1.19.0
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.1
setuptools       : 46.1.3
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : 1.2.0
xlwt             : None
numba            : None
```

</details>
