BUG: Index([date]).astype("category").astype(object) roundtrip
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This also makes some MultiIndex constructor behavior consistent with Index behavior, with the side-effect of fixing the thorny cases in #36131