BUG: Load data from a CategoricalIndex for dtype comparison, closes #…
Hello,

This is an attempt to solve #16627. I admit I'm relatively new to the pandas development process, so there is likely a better way than this (should I enable the `is_dtype_equal` method on a `CategoricalIndex`?)...

But here's one way to do it. 

 - [X] closes #16627
 - [X] tests added / passed
 - [X] passes ``git diff upstream/master --name-only -- '*.py' | flake8 --diff``
 - [X] whatsnew entry
