Categorical.replace() unexpectedly returns non-categorical
#### Code Sample, a copy-pastable example if possible

```python
In [2]: pd.Series([1, 2, 3, 2], dtype='category').replace(2, 1) # good
Out[2]: 
0    1
1    1
2    3
3    1
dtype: category
Categories (3, int64): [1, 2, 3]

In [3]: pd.Series([1, 2, 3, 2], dtype='category').replace(2, 15) # bad
Out[3]: 
0     1
1    15
2     3
3    15
dtype: int64


```
#### Problem description

I think ``replace()`` called with unknown category should either raise an error, or just replace the element in the list of categories.

The current behavior is even more annoying if you do

```
In [4]: pd.Series([1, 2, np.nan, 2], dtype='category').replace(np.nan, 15)
Out[4]: 
0     1.0
1     2.0
2    15.0
3     2.0
dtype: float64
```
because precisely the operation of removing NaNs from integers makes then floats! Notice, for comparison, that ``pd.Series([1, 2, np.nan, 2], dtype='category').fillna(15)`` raises a ``ValueError``.

This is related to (the discussion about) #18185 .

#### Expected Output

```
In [3]: pd.Series([1, 2, 3, 2], dtype='category').replace(2, 15)
Out[3]: 
0    1
1    15
2    3
3    15
dtype: category
Categories (3, int64): [1, 3, 15]
```

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: 9e3ad63cdb030c6b369d9d822469bb968e2d1804
python: 3.5.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.9.0-3-amd64
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: it_IT.UTF-8
LOCALE: it_IT.UTF-8

pandas: 0.22.0.dev0+114.g9e3ad63cd
pytest: 3.2.3
pip: 9.0.1
setuptools: 36.7.0
Cython: 0.25.2
numpy: 1.12.1
scipy: 0.19.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.5.6
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: 1.2.0dev
tables: 3.3.0
numexpr: 2.6.1
feather: 0.3.1
matplotlib: 2.0.0
openpyxl: None
xlrd: 1.0.0
xlwt: 1.1.2
xlsxwriter: 0.9.6
lxml: None
bs4: 4.5.3
html5lib: 0.999999999
sqlalchemy: 1.0.15
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: 0.2.1


</details>
