BUG: slicing DataFrameGroupBy to SeriesGroupBy doesn't propagate dropna
- [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.

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

---

xref  #9959, #35444

Slicing a `DataFrameGroupBy` object to `SeriesGroupBy` doesn't correctly propagate `dropna`. 

The `DataFrameGroupBy` &#8594; `DataFrameGroupBy` case is being handled in #35444. Opening this because as far as I can tell the `DataFrameGroupBy` &#8594; `SeriesGroupBy` variant is an independent bug.

#### Code Sample, a copy-pastable example
```
In [11]: df = pd.DataFrame({"a": [1], "b": [2], "c": [3]}) 
    ...: gb = df.groupby('a', dropna=False)                                                                                                                                                                       

In [12]: gb.dropna                                                                                                                                                                                                
Out[12]: False

In [13]: gb['b'].dropna                                                                                                                                                                                   
Out[13]: True
```

#### Expected Output
I'd like to see:
```
In [22]: gb.dropna == gb['b'].dropna                                                                                                                                                                              
Out[22]: True
```

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

<details>


INSTALLED VERSIONS
------------------
commit           : a3f5c6a5a3f05edc1c56ab8051f28c4cf322c45c
python           : 3.8.3.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.4.0-42-generic
Version          : #46-Ubuntu SMP Fri Jul 10 00:24:02 UTC 2020
machine          : x86_64
processor        : 
byteorder        : little
LC_ALL           : C.UTF-8
LANG             : C.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.2.0.dev0+99.ga3f5c6a5a.dirty
numpy            : 1.18.5
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.1.1
setuptools       : 49.1.0.post20200704
Cython           : 0.29.21
pytest           : 5.4.3
hypothesis       : 5.19.0
sphinx           : 3.1.1
blosc            : None
feather          : None
xlsxwriter       : 1.2.9
lxml.etree       : 4.5.2
html5lib         : 1.1
pymysql          : None
psycopg2         : 2.8.5 (dt dec pq3 ext lo64)
jinja2           : 2.11.2
IPython          : 7.16.1
pandas_datareader: None
bs4              : 4.9.1
bottleneck       : 1.3.2
fsspec           : 0.7.4
fastparquet      : 0.4.0
gcsfs            : 0.6.2
matplotlib       : 3.2.2
numexpr          : 2.7.1
odfpy            : None
openpyxl         : 3.0.4
pandas_gbq       : None
pyarrow          : 0.17.1
pytables         : None
pyxlsb           : None
s3fs             : 0.4.2
scipy            : 1.5.0
sqlalchemy       : 1.3.18
tables           : 3.6.1
tabulate         : 0.8.7
xarray           : 0.15.1
xlrd             : 1.2.0
xlwt             : 1.3.0
numba            : 0.50.1
</details>
