BUG/API: CategoricalIndex.map has no 'na_action' kwarg, DTI/TDI/PI/IntervalIndex ignore na_action
- [X] I have checked that this issue has not already been reported.
- [X] I have confirmed this bug exists on the [latest version](https://pandas.pydata.org/docs/whatsnew/index.html) of pandas.
- [X] I have confirmed this bug exists on the master branch of pandas.

