BUG: Inconsistent behavior of Groupby with None values with filter (#62501)

- Add test cases
- Add tuple support
- Incorporate feedback

Author: T. Koskamp

pandas/core/groupby/groupby.py

@@ -679,21 +679,32 @@ def get_converter(s):
                     )
                     raise ValueError(msg) from err
 
-            converters = (get_converter(s) for s in index_sample)
+            has_nan = any(isna(n) for n in name_sample)
+
+            sample = name_sample if has_nan else index_sample
+            converters = (get_converter(s) for s in sample)
+
             names = (
                 tuple(f(n) for f, n in zip(converters, name, strict=True))
                 for name in names
             )
 
-        elif any(isna(k) for k in self.indices.keys()):
-            converters = [get_converter(name) for name in names]
-            names = (converter(name) for converter, name in zip(converters, names))
-
+            indices = self.indices
+            if not self.dropna and has_nan:
+                indices = {}
+                for k, v in self.indices.items():
+                    k = tuple(np.nan if isna(e) else e for e in k)
+                    indices[k] = v
         else:
-            converter = get_converter(index_sample)
+            has_nan = isna(name_sample)
+
+            convert_sample = name_sample if has_nan else index_sample
+            converter = get_converter(convert_sample)
             names = (converter(name) for name in names)
 
-        indices = {np.nan if isna(k) else k: v for k, v in self.indices.items()}
+            indices = self.indices
+            if not self.dropna and has_nan:
+                indices = {np.nan if isna(k) else k: v for k, v in indices.items()}
 
         return [indices.get(name, []) for name in names]
 

pandas/tests/groupby/test_filters.py

@@ -606,3 +606,33 @@ def test_filter_consistent_result_before_after_agg_func():
     grouper.sum()
     result = grouper.filter(lambda x: True)
     tm.assert_frame_equal(result, expected)
+
+
+def test_filter_with_non_values():
+    # GH 62501
+    df = DataFrame(
+        [
+            [1],
+            [None],
+        ],
+        columns=["a"],
+    )
+
+    result = df.groupby("a", dropna=False).filter(lambda x: True)
+    tm.assert_frame_equal(result, df)
+
+
+def test_filter_with_non_values_multi_index():
+    # GH 62501
+    df = DataFrame(
+        [
+            [1, 2],
+            [3, None],
+            [None, 4],
+            [None, None],
+        ],
+        columns=["a", "b"],
+    )
+
+    result = df.groupby(["a", "b"], dropna=False).filter(lambda x: True)
+    tm.assert_frame_equal(result, df)