TST: GH39443 - categorical datetime concat
- [x] closes https://github.com/pandas-dev/pandas/issues/39443
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry: Not added since I'm not sure whether it's necessary (there's an unanswered question in the issue regarding that) but am happy to do so provided some guidelines. Would it be simply modifying the latest file in `pandas/doc/source/whatsnew/`, i.e., `v1.3.0.rst`?