BUG: concat on axis=0 with categorical
xref https://github.com/pydata/pandas/issues/9426, fixed in #9597 
`axis=1` is ok

```
df1 = pandas.DataFrame(numpy.random.randn(6, 3), columns=["a", "b", "c"])
df2 = pandas.DataFrame(numpy.random.randn(7, 4), columns=["g", "h", "a", "c"])
df2['h'] = pandas.Series(pandas.Categorical(["one", "one", "two", "one", "two", "two", "one"]))
df = pandas.concat((df1, df2))
```
