TST: Add test to verify align behaviour on CategoricalIndex
verify that aligning two dataframes with a `CategoricalIndex` does not change the type of the index.

- [x] closes #28397
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry (not applicable?)
