Drop support for NaN categories in Categorical
Deprecated in 0.17.0.

xref #10748
xref #13648
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15806?src=pr&el=h1) Report
> Merging [#15806](https://codecov.io/gh/pandas-dev/pandas/pull/15806?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/da92411485d7fbe766d12e5a78910ff7aaa45c12?src=pr&el=desc) will **decrease** coverage by `0.03%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/15806/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/15806?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #15806      +/-   ##
==========================================
- Coverage   91.01%   90.97%   -0.04%     
==========================================
  Files         143      143              
  Lines       49387    49386       -1     
==========================================
- Hits        44948    44930      -18     
- Misses       4439     4456      +17
```


| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/15806?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/15806?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `95.85% <100%> (-1.05%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/15806?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/15806?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `90.96% <0%> (-0.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/15806?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.56% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15806?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/15806?src=pr&el=footer). Last update [da92411...318175b](https://codecov.io/gh/pandas-dev/pandas/pull/15806?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments). xref #13648 testing with ``None`` as well. @jreback : Added tests for #13648, and everything is still green. thanks!