pandas.core.dtypes.cast.find_common_type upcasts CategoricalDtype list to object
#### Code Sample, a copy-pastable example if possible

```python
# Your code here
import pandas as pd
from pandas.core.dtypes.cast import find_common_type

types = [
    pd.CategoricalDtype([1,2,3], ordered=False), 
    pd.CategoricalDtype([1,4,5], , ordered=False),
]
find_common_types(types)
```
#### Problem description

The `find_common_types` is upcasting a list of `CategoricalDtype` to `object`. Ideally, it would create a `CategoricalDtype` that included the union of all of the values in the `categories` field of the `types` parameter.

The fix for this is relatively easy, I will propose a fix in a comment reply to this issue.

#### Expected Output

```python
CategoricalDtype(categories=[1, 2, 3, 4, 5], ordered=False)
```

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

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.8.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 16.7.0
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.3
numpy            : 1.15.0
pytz             : 2018.5
dateutil         : 2.7.3
pip              : 19.2.3
setuptools       : 41.0.1
Cython           : 0.29.10
pytest           : 3.9.3
hypothesis       : None
sphinx           : 1.8.1
blosc            : None
feather          : 0.4.0
xlsxwriter       : None
lxml.etree       : 4.2.5
html5lib         : None
pymysql          : None
psycopg2         : 2.8.3 (dt dec pq3 ext lo64)
jinja2           : 2.10
IPython          : 7.0.1
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.2.5
matplotlib       : 3.0.0
numexpr          : 2.6.9
odfpy            : None
openpyxl         : 2.5.8
pandas_gbq       : 0.6.1
pyarrow          : 0.14.0.RAY
pytables         : None
s3fs             : 0.2.0
scipy            : 1.2.0
sqlalchemy       : 1.2.17
tables           : 3.4.4
xarray           : 0.11.3
xlrd             : 1.1.0
xlwt             : None
xlsxwriter       : None

</details>
