pandas >= 1.1

From pandas 1.1 you have better control over this behavior, NA values are now allowed in the grouper using dropna=False:

pd.__version__
# '1.1.0.dev0+2004.g8d10bfb6f'

# Example from the docs
df

   a    b  c
0  1  2.0  3
1  1  NaN  4
2  2  1.0  3
3  1  2.0  2

# without NA (the default)
df.groupby('b').sum()

     a  c
b        
1.0  2  3
2.0  2  5

# with NA
df.groupby('b', dropna=False).sum()

     a  c
b        
1.0  2  3
2.0  2  5
NaN  1  4