Categorical column fails in groupby + transform.
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd

# Create demo data for package delivery
df = pd.DataFrame({'package_id': [1, 1, 1, 2, 2, 3],
                   'status': ['Waiting', 'OnTheWay', 'Delivered', 'Waiting', 'OnTheWay', 'Waiting']})

# Status column: Make ordinal
delivery_status_type = pd.CategoricalDtype(categories=['Waiting', 'OnTheWay', 'Delivered'], ordered=True)
df['status'] = df['status'].astype(delivery_status_type)


# CALCULATE LAST-STATUS FOR EACH PACKAGE

# Way 1: (works OK)
# df['last_status'] = df.groupby('package_id')['status'].transform(lambda x: x.max())

# Way 2: Fails. Let's fix it.
df['last_status'] = df.groupby('package_id')['status'].transform(max)
df
```
#### Problem description
Problem is, that code above fails with error:
```
AttributeError                            Traceback (most recent call last)
<ipython-input-26-174c91615d45> in <module>
----> 1 df['last_status'] = df.groupby('package_id')['delivery_status'].transform(max)
      2 df

~\Miniconda3\lib\site-packages\pandas\core\groupby\generic.py in transform(self, func, *args, **kwargs)
   1015                 # cythonized aggregation and merge
   1016                 return self._transform_fast(
-> 1017                     lambda: getattr(self, func)(*args, **kwargs), func
   1018                 )
   1019 

~\Miniconda3\lib\site-packages\pandas\core\groupby\generic.py in _transform_fast(self, func, func_nm)
   1062         ids, _, ngroup = self.grouper.group_info
   1063         cast = self._transform_should_cast(func_nm)
-> 1064         out = algorithms.take_1d(func()._values, ids)
   1065         if cast:
   1066             out = self._try_cast(out, self.obj)

AttributeError: 'Categorical' object has no attribute '_values'
```

#### Expected Output

Code should work without error (especially Way 2)
and produce the same result as Way 1

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.3.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
machine          : AMD64
processor        : Intel64 Family 6 Model 94 Stepping 3, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None

pandas           : 0.25.1
numpy            : 1.16.5
pytz             : 2019.3
dateutil         : 2.8.0
pip              : 19.2.3
setuptools       : 41.4.0
Cython           : None
pytest           : 5.0.1
hypothesis       : None
sphinx           : 2.2.0
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.4.1
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : 7.8.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.4.1
matplotlib       : 3.1.0
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
xarray           : None
xlrd             : 1.2.0
xlwt             : None
xlsxwriter       : None

</details>
