## DO NOT MERGE. BUG: Fix .dropna() functionality for categorical indices
- [x] closes #25087
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

The last whatsnew is https://github.com/pandas-dev/pandas/blob/master/doc/source/whatsnew/v0.24.0.rst

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=h1) Report
> Merging [#25091](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/bb43726e1f52a0ddee45fcf485690719f262870d?src=pr&el=desc) will **decrease** coverage by `49.48%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25091/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=tree)

```diff
@@             Coverage Diff             @@
##           master   #25091       +/-   ##
===========================================
- Coverage   92.37%   42.89%   -49.49%     
===========================================
  Files         166      166               
  Lines       52420    52420               
===========================================
- Hits        48423    22483    -25940     
- Misses       3997    29937    +25940
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `42.89% <100%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `35.73% <100%> (-61.09%)` | :arrow_down: |
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-99.35%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-95.46%)` | :arrow_down: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `0% <0%> (-91.17%)` | :arrow_down: |
| [pandas/io/sas/sas\_xport.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfeHBvcnQucHk=) | `0% <0%> (-90.15%)` | :arrow_down: |
| ... and [124 more](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=footer). Last update [bb43726...e0c720d](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=h1) Report
> Merging [#25091](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/bb43726e1f52a0ddee45fcf485690719f262870d?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25091/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #25091   +/-   ##
=======================================
  Coverage   92.37%   92.37%           
=======================================
  Files         166      166           
  Lines       52420    52420           
=======================================
  Hits        48423    48423           
  Misses       3997     3997
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.79% <100%> (ø)` | :arrow_up: |
| #single | `42.89% <100%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25091/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.82% <100%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=footer). Last update [bb43726...e0c720d](https://codecov.io/gh/pandas-dev/pandas/pull/25091?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Related unexpected behavior:
```python
# TypeError: Cannot cast array data from dtype('float64') to dtype('<U32') according to the rule 'safe'
'foo' in pd.Categorical(pd.interval_range(0.1, 0.2))
```
Works as expected for ints:
```python
'foo' in pd.Categorical(pd.interval_range(42, 43))
```


`.get_loc()` shuld not be raisin `TypeError`. Closing for now given this hasn't been updated in a few weeks but ping if you'd like to reopen. The first and most important part of any PR is tests, so make sure you have that squared away first