ENH: groupby rank supports object dtype
- [x] closes #38278
- [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
- [x] whatsnew entry

This was fixed way back in #38744 and looks thoroughly tested in #41387, so just a whatsnew here. 

I think the other string types could also be supported with tweaks to `ea_wrap_cython_operation` to pull object data out of those types if we want to support those too.