BUG: Merge on CategoricalIndex fails if left_index=True & right_index=True, but not if on={index} #28189
- [x] closes #28189 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

This modification resolves the error in issue #28189 but still not working as expected. It seems that there is a bug related with left-join, as you can see in issues  #28220 and #28243. 

I'm making this pull request for the #28189 in case you want to resolve this bug separately from the left join problem. On the other hand, I can work on this and help is welcome. 



