BUG: fix Categorical.astype for dtype=np.int32 argument
- [x] closes #39402
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

Fixing a bug I introduced in #37355
> looks fine. can you add a note in fixed regressions for 1.2.2 & re-run appropriate asv's to make sure not much change.

@arw2019 when do you think you can do this? 1.2.2 release scheduled for today. we have a couple of blockers though.
 > > looks fine. can you add a note in fixed regressions for 1.2.2 & re-run appropriate asv's to make sure not much change.
> 
> @arw2019 when do you think you can do this? 1.2.2 release scheduled for today. we have a couple of blockers though.

@simonjayhawkins this is ready to go assuming nothing comes up in benchmarks. Running them now, will post once they're done  @jreback addressed test comments here - does work already for all int dtypes, including nullable  Doesn't seem to affect basic Categorical benchmarks (but will run some others that I think hit this)
```
(pandas-dev) andrewwieteska@Andrews-MacBook-Pro asv_bench % asv continuous -f 1.1 upstream/master HEAD -b Categorical
       before           after         ratio
     [87f72bb8]       [e8d9650c]
     <categorical-astype-int32~3^2>       <categorical-astype-int32~3>
-      1.52±0.1μs         868±20ns     0.57  dtypes.Dtypes.time_pandas_dtype(<class 'pandas.core.dtypes.dtypes.CategoricalDtype'>)

SOME BENCHMARKS HAVE CHANGED SIGNIFICANTLY.
PERFORMANCE INCREASED.
``` Some issues in groupby benchmarks (I don't have experience with how noisy these are - can rerun to see)
```
       before           after         ratio
     [098b9707]       [97c981f0]
     <categorical-astype-int32^2^2>       <categorical-astype-int32>
+         579±7μs       1.99±0.7ms     3.43  groupby.GroupByMethods.time_dtype_as_group('float', 'rank', 'transformation')
+        509±40μs       1.36±0.4ms     2.68  groupby.GroupByMethods.time_dtype_as_group('float', 'mean', 'transformation')
+         281±6μs        592±400μs     2.11  groupby.GroupByMethods.time_dtype_as_group('object', 'last', 'transformation')
+         482±9μs        999±500μs     2.07  groupby.GroupByMethods.time_dtype_as_group('float', 'prod', 'direct')
+        300±10μs        605±100μs     2.02  groupby.GroupByMethods.time_dtype_as_group('object', 'last', 'direct')
+         521±7μs       1.03±0.6ms     1.97  groupby.GroupByMethods.time_dtype_as_field('datetime', 'nunique', 'direct')
+         468±8μs        854±400μs     1.82  groupby.GroupByMethods.time_dtype_as_group('float', 'median', 'direct')
+        567±20μs       1.01±0.3ms     1.78  groupby.GroupByMethods.time_dtype_as_group('float', 'quantile', 'transformation')
+         471±6μs        693±200μs     1.47  groupby.GroupByMethods.time_dtype_as_group('object', 'rank', 'transformation')
+         251±5μs         329±30μs     1.31  groupby.GroupByMethods.time_dtype_as_group('object', 'bfill', 'direct')
-       3.22±0.2s       2.27±0.02s     0.70  groupby.GroupByMethods.time_dtype_as_group('int', 'describe', 'direct')
-        458±30μs         308±20μs     0.67  groupby.GroupByMethods.time_dtype_as_group('float', 'head', 'transformation')
-        227±30μs          153±6μs     0.67  groupby.GroupByMethods.time_dtype_as_group('int', 'count', 'direct')
-        391±70μs          259±4μs     0.66  groupby.GroupByMethods.time_dtype_as_group('datetime', 'head', 'direct')
-       567±100μs         351±20μs     0.62  groupby.GroupByMethods.time_dtype_as_group('int', 'first', 'direct')
-       280±100μs         167±10μs     0.60  groupby.GroupByMethods.time_dtype_as_group('float', 'any', 'transformation')
-       701±100μs         405±30μs     0.58  groupby.GroupByMethods.time_dtype_as_group('int', 'bfill', 'direct')
-        1.74±1ms      1.01±0.06ms     0.58  groupby.GroupByMethods.time_dtype_as_group('float', 'value_counts', 'transformation')
-       679±200μs         367±40μs     0.54  groupby.GroupByMethods.time_dtype_as_group('int', 'var', 'transformation')
-       334±100μs         139±10μs     0.42  groupby.GroupByMethods.time_dtype_as_field('datetime', 'size', 'transformation')

SOME BENCHMARKS HAVE CHANGED SIGNIFICANTLY.
PERFORMANCE DECREASED.
``` re-running the groupby benchmarks that had been affected:
```
(pandas-dev) andrewwieteska@Andrews-MacBook-Pro asv_bench % asv continuous -f 1.1 upstream/master HEAD -b groupby.GroupByMethods.time_dtype_as_group

       before           after         ratio
     [098b9707]       [97c981f0]
     <categorical-astype-int32^2^2>       <categorical-astype-int32>
+        276±10μs        974±300μs     3.53  groupby.GroupByMethods.time_dtype_as_group('float', 'cummax', 'direct')
+        309±40μs       1.03±0.1ms     3.33  groupby.GroupByMethods.time_dtype_as_group('float', 'cumsum', 'direct')
+         149±5ms        352±200ms     2.36  groupby.GroupByMethods.time_dtype_as_group('datetime', 'unique', 'transformation')
+         273±6μs        560±200μs     2.05  groupby.GroupByMethods.time_dtype_as_group('float', 'head', 'transformation')
+     1.03±0.04ms         1.91±1ms     1.86  groupby.GroupByMethods.time_dtype_as_group('float', 'value_counts', 'direct')
+        321±20μs        556±200μs     1.73  groupby.GroupByMethods.time_dtype_as_group('datetime', 'last', 'transformation')
+         308±3μs         491±40μs     1.59  groupby.GroupByMethods.time_dtype_as_group('float', 'first', 'direct')
+         454±3μs        703±400μs     1.55  groupby.GroupByMethods.time_dtype_as_group('float', 'prod', 'transformation')
+         581±7μs        853±300μs     1.47  groupby.GroupByMethods.time_dtype_as_group('float', 'rank', 'direct')
+         250±3μs        351±200μs     1.41  groupby.GroupByMethods.time_dtype_as_group('object', 'ffill', 'direct')
+         306±2μs         399±50μs     1.30  groupby.GroupByMethods.time_dtype_as_group('float', 'max', 'transformation')
+         457±7μs         533±60μs     1.16  groupby.GroupByMethods.time_dtype_as_group('float', 'prod', 'direct')
+         241±2ms         273±10ms     1.13  groupby.GroupByMethods.time_dtype_as_group('float', 'skew', 'direct')
-       564±200μs          181±9μs     0.32  groupby.GroupByMethods.time_dtype_as_group('int', 'any', 'direct')

SOME BENCHMARKS HAVE CHANGED SIGNIFICANTLY.
PERFORMANCE DECREASED.
``` since a different combination seems to be affected on a re-run i'm inclined to think that the perf regressions are (at least largely?) noise > hmm am concerned about this led issue
> 
> let's push this to 1.2.3 until can look at closer

ok! anything i can do to move this forward (is it worth getting reliable numbers for some of these with `timeit` for example?) since categorical is used in groupby this slows down everything

see if it's possible to bypass / special case the conversion (when it doesn't need to be converted); eg it's already int64 - might fix it Benchmarks as of e108f0d (change is to use `np.asarray` instead of `extract_array`) are below. The big regressions are (mostly) gone

```
(pandas-dev) andrewwieteska@Andrews-MacBook-Pro asv_bench % asv continuous -f 1.1 upstream/master HEAD -b groupby.GroupByMethods.time_dtype_as_group

       before           after         ratio
     [098b9707]       [97c981f0]
     <maybe_box_native^2>       <categorical-astype-int32>
+        682±90μs         1.23±4ms     1.81  groupby.GroupByMethods.time_dtype_as_group('float', 'rank', 'direct')
-        353±30μs          314±6μs     0.89  groupby.GroupByMethods.time_dtype_as_group('datetime', 'first', 'direct')
-      1.67±0.2ms      1.47±0.02ms     0.88  groupby.GroupByMethods.time_dtype_as_group('float', 'pct_change', 'transformation')
-        573±60μs          500±4μs     0.87  groupby.GroupByMethods.time_dtype_as_group('float', 'nunique', 'transformation')
-        304±60μs          265±3μs     0.87  groupby.GroupByMethods.time_dtype_as_group('datetime', 'head', 'transformation')
-         286±2ms          247±5ms     0.86  groupby.GroupByMethods.time_dtype_as_group('float', 'skew', 'direct')
-        164±10ms          141±1ms     0.86  groupby.GroupByMethods.time_dtype_as_group('float', 'unique', 'direct')
-      1.76±0.3ms      1.46±0.02ms     0.83  groupby.GroupByMethods.time_dtype_as_group('float', 'pct_change', 'direct')
-         113±4ms         92.1±5ms     0.81  groupby.GroupByMethods.time_dtype_as_group('int', 'unique', 'transformation')
-        298±10ms          241±4ms     0.81  groupby.GroupByMethods.time_dtype_as_group('float', 'skew', 'transformation')
-       902±100μs          718±5μs     0.80  groupby.GroupByMethods.time_dtype_as_group('float', 'sem', 'direct')
-        581±70μs          450±4μs     0.77  groupby.GroupByMethods.time_dtype_as_group('float', 'prod', 'transformation')
-        405±60μs          313±2μs     0.77  groupby.GroupByMethods.time_dtype_as_group('datetime', 'first', 'transformation')
-       367±400μs          259±3μs     0.71  groupby.GroupByMethods.time_dtype_as_group('datetime', 'cummin', 'transformation')
-       706±100μs          488±6μs     0.69  groupby.GroupByMethods.time_dtype_as_group('float', 'sum', 'transformation')
-        423±20μs          291±4μs     0.69  groupby.GroupByMethods.time_dtype_as_group('float', 'cumsum', 'transformation')
-        506±50μs          340±7μs     0.67  groupby.GroupByMethods.time_dtype_as_group('int', 'var', 'transformation')
-        428±80μs          283±3μs     0.66  groupby.GroupByMethods.time_dtype_as_group('float', 'cumcount', 'direct')
-        228±50μs          132±2μs     0.58  groupby.GroupByMethods.time_dtype_as_group('object', 'size', 'direct')
-      1.50±0.7ms         570±10μs     0.38  groupby.GroupByMethods.time_dtype_as_group('datetime', 'quantile', 'transformation')
-      1.75±0.3ms         599±20μs     0.34  groupby.GroupByMethods.time_dtype_as_group('datetime', 'rank', 'direct')

SOME BENCHMARKS HAVE CHANGED SIGNIFICANTLY.
PERFORMANCE DECREASED.
``` ok great  thanks @arw2019  @meeseeksdev backport 1.2.x Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
$ git checkout 1.2.x
$ git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
$ git cherry-pick -m1 f7730839ce8beb56339ecd585e07c9f358a15b3c
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
$ git commit -am 'Backport PR #39615: BUG: fix Categorical.astype for dtype=np.int32 argument'
```

4. Push to a named branch :

```
git push YOURFORK 1.2.x:auto-backport-of-pr-39615-on-1.2.x
```

5. Create a PR against branch 1.2.x, I would have named this PR:

> "Backport PR #39615 on branch 1.2.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 cc @simonjayhawkins @arw2019 for manual backport the conflict is due to test_astype_categorical_invalid_conversions, xref #37730 and #37677. there are two instances of this test on 1.2.x

will leave unchanged.