BUG: CategoricalDtype could not be sorted
- [x] closes #14368
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14533?src=pr) is 85.27% (diff: 100%)

> No coverage report found for **master** at 096d886.
> 
> Powered by [Codecov](https://codecov.io?src=pr). Last update [096d886...6d5d80e](https://codecov.io/gh/pandas-dev/pandas/compare/096d8866a90c8cbb44ab8243320e811fc24190bd...6d5d80ef4d71a382319fd837da526143e5554367?src=pr)
 I don't see a way forward here, so I'm going to close to avoid polluting the PR list. See full discussion on https://github.com/pandas-dev/pandas/issues/14368. 
 thanks for the effort @bkandel 
