DOC: suppress warnings from CategoricalBlock deprecation
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

This fixes the docbuild, in conjunction with just-merged #40541 should get us back to green tagging #40538 and #40540 so that when this is merged, I can merge with master and pass CI @Dr-Irv pls update those PRs and ping when ready