BENCH: Fix makeCategoricalIndex
- [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).

@jreback looks like https://github.com/pandas-dev/pandas/pull/46429 was still making the benchmarks job fail. Locally constructing with `ncats = 15` works. 

@mroeschke cool merge when ready