Add 1.2.0 whatsnew entry

doc/source/whatsnew/v1.2.0.rst

@@ -558,6 +558,7 @@ Other
 - Bug in :meth:`Index.union` behaving differently depending on whether operand is a :class:`Index` or other list-like (:issue:`36384`)
 - Passing an array with 2 or more dimensions to the :class:`Series` constructor now raises the more specific ``ValueError``, from a bare ``Exception`` previously (:issue:`35744`)
 - Bug in ``accessor.DirNamesMixin``, where ``dir(obj)`` wouldn't show attributes defined on the instance (:issue:`37173`).
+- Bug in metadata propagation for ``groupby`` iterator (:issue:`37343`)
 
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