DOC: Fix docs on merging categoricals.
Fixes #28166.

Updated docs about merging categorical to reflect current behavior.
I've just noticed there is another section on [Concatenation](https://pandas.pydata.org/pandas-docs/stable/user_guide/categorical.html#concatenation), as opposed to [Merging](https://pandas.pydata.org/pandas-docs/stable/user_guide/categorical.html#merging), in the categorical docs. These docs describe different behavior, but still don't quite fit with what actually happens. Having two sections on this seems redundant to me, could these be collapsed to a single section in this PR? I would be OK with that. It's what we seem to have set up in the 10 minutes to pandas:

https://pandas.pydata.org/pandas-docs/stable/getting_started/10min.html#merge @ivirshup can you merge master and we will look again @jreback, I've merged master (albeit a couple weeks ago now) and consolidated the sections on concatenation and merging. @ivirshup can you address comment on table deletion? I think this is close lgtm @jreback or @TomAugspurger if you want to look Won't have time nearterm. Go for it when you're ready.

On Fri, Nov 8, 2019 at 10:10 AM William Ayd <notifications@github.com>
wrote:

> lgtm @jreback <https://github.com/jreback> or @TomAugspurger
> <https://github.com/TomAugspurger> if you want to look
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 Thanks @ivirshup 