BUG: concat on axis=0 with categorical (GH10177)
Contains a proposed fix for #10177

@jreback: I implemented your suggested changes and it seems that it doesn't break anything else, at least according to the unit tests.
 I rebased the changes against latest master. The Travis CI error is due to a timeout when creating the build environment, not sure how I can resolve it.
 pls rebase and squash.
 @jreback: I updated my merge request based on your feedback.
 @sebp thanks!
