Series constructor doesn't validate / reindex categorical
```python
In [1]: import pandas as pd

In [2]: c = pd.Series(pd.Categorical(['a', 'a']), index=[0, 1, 2])

In [3]: c
Out[3]:
0    a
1    a
2
dtype: category
Categories (1, object): [a]

In [4]: len(c)
Out[4]: 3

In [5]: len(c.values)
Out[5]: 2
```

This should probably raise.