COMPAT: add back dummy CategoricalBlock class
See https://github.com/pandas-dev/pandas/issues/40226#issuecomment-804903010

@jbrockmendel this is unfortunate, but short term I think we need to keep the CategoricalBlock class. I am not directly sure what would be the best way to actually deprecate this. 
>  I am not directly sure what would be the best way to actually deprecate this.

Could keep the deprecation in `internals.__init__.__getattr__` Ah, yes, that's a good idea. Since we don't use that import path ourselves, we can still deprecate accessing the class that way.  what is the user of this actual class? pyarrow? yes, pyarrow uses `isinstance(block, CategoricalBlock)` right now why didn't this break the CI? (the original change) Because we don't have full coverage of pyarrow functionality in our tests (and we don't run the full pyarrow test suite), there were only a few failures in the pyarrow CI. > Because we don't have full coverage of pyarrow functionality in our tests (and we don't run the full pyarrow test suite), there were only a few failures in the pyarrow CI.

ahh ok. is it possible to add something that exercises internals? (not blocking here)