ERR: all nan grouping provides unfriendly error message
https://github.com/pandas-dev/pandas/pull/14649/files#r94330188

This seems unfriendly, should instead b a ``DataError``
```
In [8]: s = Series([1,2,3],[np.nan,np.nan,np.nan])

In [9]: s.groupby(s.index).sum()
TypeError: unhashable type: 'Float64Index'
```