BUG: fix writing of Categorical with to_sql (GH8624)
Closes #8624 

Use .get_values() instead of .values on the block,
this ensures that NonConsolidatable blocks (non-dense
blocks like categorical or sparse) are densified
instead of just returning the raw .values.

needs big doc note that these are converted to object on serialization (to reading back does NOT generate a categorical)
 yes, OK, in the io.rst docs for sql?
 needs big doc note that these are converted to object on serialization (to reading back does NOT generate a categorical)
 @jreback added a doc note.
