BUG: #14016. Preserve categorical keys through concat
- [x] closes #14016 
- [x] tests added / passed
- [ ] passes `git diff upstream/master | flake8 --diff`
- [ ] whatsnew entry

can you rebase / update?
 can you rebase / update
 can you rebase? rebase this, some other changes may have fixed / made this easier. can you rebase / update? can you rebase closing as stale