RecursionError with pd.DataFrame.from_records
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd
index = pd.CategoricalIndex([pd.Interval(-20, -10), pd.Interval(-10, 0), pd.Interval(0, 10)])
series_of_dicts = pd.Series([{'a': 1}, {'a': 2}, {'b': 3}], index=index)
frame = pd.DataFrame.from_records(series_of_dicts, index=index)
```
raises:
```
RecursionError: maximum recursion depth exceeded in comparison
```

#### Problem description

Though using `pd.DataFrame.from_records` with `pd.Series` objects is not explicitly supported, it does work in most of the cases. Only in case the index of the Series is a CategoricalIndex of Intervals, it suddenly doesn't work anymore.

E.g. the following works fine:

```python
series_of_dicts2 = pd.Series([{'a': 1}, {'a': 2}, {'b': 3}])
frame = pd.DataFrame.from_records(series_of_dicts2, index=index)
```
And it even works when `series_of_dicts2.index` is a CategoricalIndex _or_ a list of Intervals, but not when it is CategoricalIndex _of_ Intervals. It is especially strange because the index of `series_of_dicts2` is not even used for the output.

#### Expected Output

The same as when the following workaround is used:
```python
frame = pd.DataFrame.from_records(series_of_dicts.values, index=index)
Out[2]: 
              a    b
(-20, -10]  1.0  NaN
(-10, 0]    2.0  NaN
(0, 10]     NaN  3.0
```



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

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.8.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
machine          : AMD64
processor        : Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None
pandas           : 1.0.2
numpy            : 1.18.2
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 40.6.2
Cython           : 0.29.4
pytest           : 5.3.5
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : 1.2.8
lxml.etree       : 4.5.0
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.1
IPython          : 7.13.0
pandas_datareader: None
bs4              : 4.6.1
bottleneck       : 1.3.1
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.5.0
matplotlib       : 3.2.0
numexpr          : 2.7.1
odfpy            : None
openpyxl         : 3.0.3
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : 5.3.5
pyxlsb           : None
s3fs             : 0.2.1
scipy            : 1.4.1
sqlalchemy       : 1.3.15
tables           : None
tabulate         : 0.8.6
xarray           : 0.15.0
xlrd             : 1.2.0
xlwt             : 1.3.0
xlsxwriter       : 1.2.8
numba            : None

</details>
