BUG: Fix CategoricalIndex.__contains__ with non-hashable, closes #21729
- [x] closes #21729
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

thanks @jbrockmendel liking your pushing small orthogonal patches.