Deprecate inplace in Categorical.remove_categories
- [x] xref #37643
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

ok let's resolve the discussion on the issue first here. @arw2019 I fixed the 'whatsnew' entry as you asked.

Updated to the latest master and resolved, hopefully all, unit test problems. This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. needs rebase, otherwise LGTM @jbrockmendel 
I have updated this pull request to the up-to-date main branch one comment, otherwise looks ready thanks @OlehKSS let's merge on green. thanks @OlehKSS 