TST: Add tests for Categorical.is_dtype_equal against Series
- [X] closes #16659
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Issue is already fixed on 0.22.0 (so really probably fixed in 0.21.x), just adding tests to ensure that there's not a regression.  Didn't add a whatsnew entry since this behavior already exists in a released version, but can add one if need be.