BUG: fix bug where appending unordered ``CategoricalIndex`` variables overrides index
- [x] closes #24845
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Hi @mroeschke or @jreback, I would love to have some feedback on this PR. Thanks a lot! Hi @mroeschke, I have made the edits. I thought something was wrong with my commit, then I realized that a PR was merged with the same three errors. Could you explain, if possible, why this is happening? Thanks! > Hi @mroeschke, I have made the edits. I thought something was wrong with my commit, then I realized that a PR was merged with the same three errors. Could you explain, if possible, why this is happening? Thanks!

We had some unrelated CI issues lately. Could you merge in main once more? Hi @mroeschke! I merged and I am receiving errors that I'm not receiving when I run the tests on my local machine.  > Hi @mroeschke! I merged and I am receiving errors that I'm not receiving when I run the tests on my local machine.

We're experience a similar error on main that is affecting all builds. Merging one more time should fix it. It passed all test cases, @mroeschke. Thanks a lot for your guidance! Thanks for sticking with all the reviews and being responsive @GivyBoy! 