PERF: Don't sort labels in groupby.ffill/bfill

[rhshadrach]

• closes #xxxx (Replace xxxx with the GitHub issue number)
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

N = 1000000
df = DataFrame(
    {"group": [1] * N + [2] * N, "value": [np.nan, 1.0] * N}
).set_index("group")
df = df.sample(N)

%timeit df.groupby("group").ffill()
gb = df.groupby("group")
gb.ffill()
%timeit gb.ffill()

# main
21.8 ms ± 676 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
17.5 ms ± 145 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)

# PR
10.3 ms ± 159 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
5.56 ms ± 74.6 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)

[mroeschke]

Thanks @rhshadrach