Add test for concat with categorical + datetime dataframes
- [x] closes #39443
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [ ] whatsnew entry (N/A)

can you merge master and address comments Okay - looks like the behaviour of the code in the CI is working to concat: 

```python
# test catergorical dataframes both containing datetimes
df1 = DataFrame({"x": Series(datetime(2021, 1, 1), index=[0], dtype="category")})
df2 = DataFrame({"x": Series(datetime(2021, 1, 2), index=[1], dtype="category")})
result = pd.concat([df1, df2])
```

With a result of: 

```python
DataFrame({"x": Series([datetime(2021, 1, 1), datetime(2021, 1, 2)]), dtype="category"})
```

This is different to what I have locally, but probably just because I have an old version built? 

Can I just assume this is the expected behaviour and write tests to satisfy that? It seems logical that if both DataFrames are categorical, the results should be the union of the two categories.  This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. @ryangilmour if you can merge master and update Thanks for the pull request, but it appears to have gone stale. Closing, but if interested in continuing please merge in main, address the comments and the team can have another look.