REF: Move Categorical logic from Grouping (#46203)
- [x] closes #46203 (Replace xxxx with the Github issue number)
- [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 an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Hello @NickCrews! 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 2022-03-03 20:48:50 UTC The two failed CI runs are unrelated to this change:

- Building docs failed because of a network error trying to download an intersphinx inventory
- ASV failed because of https://github.com/pandas-dev/pandas/pull/46193

So this is passing all the relevant checks. @jbrockmendel, if you get the chance for a review/initial glance, that would be awesome! Thanks. I expect this was a useful exercise for getting to know this piece of the code, but it isn't clear that this refactor is an improvement. 
> I expect this was a useful exercise for getting to know this piece of the code, but it isn't clear that this refactor is an improvement.

Exactly what I thought :) Sounds good, closing this.
