REF: simplify CategoricalIndex.__new__
Part of a larger goal of making `Index.__new__` share code with `Series.__init__` and `pd.array`
There have been some performance regressions related to categorical, see https://pandas.pydata.org/speed/pandas/#regressions?sort=1&dir=desc (at date "2020-12-22 22:06"). This commit is part of the indicated range https://github.com/pandas-dev/pandas/compare/ca52e396...75d02c73, but there are some other categorical-related PRs of you as well in the same period, so didn't check which PR would be the cause. 
 > There have been some performance regressions related to categorical

Can you point out one or two that you have in mind?