BUG: Retain tz-aware dtypes with melt (#15785)
- [x] closes #15785
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

`.values` call was converting tz aware data to tz naive data (by casting to a numpy array). Added an additional test for Categorical data as well.