Indexing a row of a DataFrame with multiple ExtensionArrays coerces to object
#### Code Sample, a copy-pastable example if possible

```python
In [8]: df = pd.DataFrame({"A": pd.Categorical([1, 2]), "B": pd.Categorical([1, 2])})

In [9]: df.loc[0]
Out[9]:
A    1
B    1
Name: 0, dtype: object
```
#### Problem description

The dtype is object. It should be `category`

#### Expected Output

```python
A    1
B    1
Name: 0, dtype: category
Categories (2, int64): [1, 2]
```

(for the release notes)