BUG: groupby any/all raising on extension types
- [x] closes #40585
- [x] tests added / passed
- [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

Will follow up by looking into #37506 so that the `skipna=False` case can also be handled correctly.