BUG: Index.get_value implementation for ExtensionArray
Closes https://github.com/pandas-dev/pandas/issues/29708

cc @jreback @jbrockmendel 
The linked issue mentions densifying, which I think mostly affects SparseArray and Categorical.  Would it make sense to test on those?  Or is DecimalArray affected too? > The linked issue mentions densifying, which I think mostly affects SparseArray and Categorical. Would it make sense to test on those? Or is DecimalArray affected too?
> ..
> can you make this test more generic (e.g. hit more EA arrays)?

For DecimalArray, converting to object array is indeed not a problem (it stores a numpy object array anyway), while for Categorical/Sparse this is more expensive. But it's the mechanism I want to test, and for that it doesn't matter much that it's not expensive for DecimalArray.

Making the test more generic (a base test so it is automatically run for all EAs) would be possible, but I am not sure it would be worth it: I would need to add several exceptions (overriding it in several places for certain dtypes to skip it: for sparse it still densifies (which is a separate issue), for numpy ones the test is not valid (it needs to convert to array), for interval it fails for another reason, for boolean is currently still converts to numpy array for the comparison operation, ...). And in the end, I mainly want to test the mechanism in the Index.get_value, which is not dependent on implementation details of the specific EA. thanks