BUG: Fix pyarrow categoricals not working for pivot and multiindex
- [X] closes #53051
- [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.

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Hey @mroeschke,
Thanks for the Review! All comments should be adressed. Could you have another look if everything looks good? Hey @mroeschke,
Thanks again for the review. All feedback should be addressed. Can you have another look? Thanks @robin-mader-bis 