numpydev ragged array dtype warning
Closes #31201

There are still two failures in the Categorical constructor I'm looking into. Not sure what's best yet.

```python
In [2]: pd.Categorical(['a', ('a', 'b')])
/Users/taugspurger/sandbox/pandas/pandas/core/dtypes/cast.py:1066: VisibleDeprecationWarning: Creating an ndarray from ragged nested sequences (which is a list-or-tuple of lists-or-tuples-or ndarrays with different lengths or shapes) is deprecated. If you meant to do this, you must specify 'dtype=object' when creating the ndarray
  v = np.array(v, copy=False)
Out[2]:
[a, (a, b)]
Categories (2, object): [(a, b), a]
```

I think that perhaps the user should see this warning, but have an option to pass through a `dtype` to silence it... Not sure yet.

Tagged for backport to keep the CI passing on that branch.
I think right now I'd prefer the user take care of that categorical issue by passing in an ndarray. I'm going to update the tests to reflect that, but am certainly open to suggestions for how we can handle it within pandas.

Edit: https://github.com/pandas-dev/pandas/pull/31203/commits/78514cf40bd8c77d6cec7ef2a6938b3ed0099584

So users will see the warning if they just pass `Categorical(['a', ('a',)])`, and the warning won't be especially clear since pandas is the one calling asarray, but I don't see a clean way to get the dtype argument through there. @TomAugspurger 
From the data science standpoint, there is no meaning to a categorical variable having some kind of specific type. You wouldn't treat it any differently whether the values it can take are numbers, strings or tuples of DataFrames.
We could consider implementing a `dtype=object` as a default, either in this PR or in the future.
I'm not familiar with the constructor implementation though, so take this with a grain of salt. >  We could consider implementing a dtype=object as a default, either in this PR or in the future.

We don't want that. You can have a categorical holding native types like integers, timestamps, etc. We want the `.categories` to continue to be backed by the appropriate index for that dtype

```python
In [4]: type(pd.Categorical([1, 2]).categories)
Out[4]: pandas.core.indexes.numeric.Int64Index
``` Seems fair. Especially as the warning is thrown in a pretty obscure use case, and changing the default would mess with all cases. this looks good @TomAugspurger 

```
In [2]: pd.Categorical(['a', ('a', 'b')])
/Users/taugspurger/sandbox/pandas/pandas/core/dtypes/cast.py:1066: VisibleDeprecationWarning: Creating an ndarray from ragged nested sequences (which is a list-or-tuple of lists-or-tuples-or ndarrays with different lengths or shapes) is deprecated. If you meant to do this, you must specify 'dtype=object' when creating the ndarray
  v = np.array(v, copy=False)
Out[2]:
[a, (a, b)]
Categories (2, object): [(a, b), a]
```

agreed that this should just pass thru the warning (or maybe *we* want to have a warning; to having non-scalar based categories is odd); yes you can do it, but you should have to be specific about this All green. Merging in ~1 hour to get CI passing again. I'll be able to do followups as needed. @TomAugspurger This needs a backport? Yep. Not sure why the bot hasn't picked it up yet. @MeeseeksDev backport to 1.0.x Sorry for the breakage. and thanks for the quick fix. I thought I had tested this before re-merging the NumPy PR. Please ping me if I can help with any further issues.