TST: Add test for categorical with str and tuples
The bug is not present any more.

- [x] closes #21416
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- ~[ ] whatsnew entry~

Hello @has2k1! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2019-10-06 18:02:10 UTC This bug affects  numpy versions *1.13.3* to *1.15.4*. Versions greater than *1.16.0* are fine. However, since it was a regression in numpy (e.g. *1.11.0* is okay), I do not know if it will not show up again.

The tests are failing for lower versions of numpy. To check for different versions of numpy, you need to skipif using the ``compat.numpy._np_version_under1p*` bools. Thanks,  @has2k1!
