TST: Added test for upcasting to object when concatinating on categorical indexes with non-identical categories
This PR simple adds a test for upcasting to object when concatinating on categorical indexes with non-identical categories.

- [x] closes #17629
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry
