postgresql: grouping with json columns, eliminating nulls

Unless I don't know your actual query, you can JOIN rows where col_a is not null with rows where col_b is not null.

create table test(my_id int, col_a json, col_b json);
insert into test values
(5001, '["a", "b"]', null),
(5001, null, '["c", "d"]');

    select t1.my_id, t1.col_a, t2.col_b 
    from test t1
    inner join (select my_id, col_b
                from test
                where col_b is not null) t2
    on t1.my_id = t2.my_id
    where t1.col_a is not null;

my_id | col_a      | col_b     
----: | :--------- | :---------
 5001 | ["a", "b"] | ["c", "d"]

dbfiddle here