REGR: Fix bug when replacing categorical value with self
- [ ] closes #33288
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

LGTM pending green @dsaxton If you rebase it should fix the Travis issue @dsaxton I've tagged this as 1.0.4 for now since #33288 is a regression.

I don't think need to move whatsnew yet, see https://github.com/pandas-dev/pandas/pull/33157#issuecomment-606742451

opened #33300 to help keep track and discuss @dsaxton if other comments are addressed, can you re-push?  the docbuild should be OK now thanks @dsaxton 