Groupby converts None to NaN
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd

df = pd.DataFrame.from_dict({
    'id': ['a'],
    'value': [None]
})

df_grouped = df.groupby('id', as_index=False).first()

print(df)
print(df_grouped)
```

Output:
```python
  id value
0  a  None
  id  value
0  a  NaN
```

#### Problem description

Since at least version 1.0.2,  the type of `df_grouped`  is `NaN`.  In Version 0.25.3, the type was `None`.
This breaks my code since I later check for this value using `if var is None`, which is False when `var` is `NaN` instead of `None`.

#### Expected Output

```python
  id value
0  a  None
  id  value
0  a  None
```

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

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.8.1.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-88-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8
pandas           : 1.0.2
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 46.0.0
Cython           : None
pytest           : 5.4.1
hypothesis       : None
sphinx           : 2.4.4
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.1
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.2.0
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : 5.4.1
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.3.15
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None
numba            : None


</details>
