.map on category dtype does not respect defaultdict when encountering np.nan values
Using .map() to x-walk values from a series, and ensure that only expected values are present. 

This scenario works to convert np.nan values to empty strings on object dtypes, but does not replace np.nan on category dtype.

```python
import collections

import pandas as pd
import numpy as np

# "01" maps to "12", and is a valid value, while everything else should be set to ""
defdic = collections.defaultdict(lambda: "", {"01": "12"})

df = pd.DataFrame({"A": ["01", "z7", "", np.nan]})

df["A"].map(defdic)
0    12
1
2
3
Name: A, dtype: object

df["A"].astype('category').map(defdic)
0     12
1
2
3    NaN
Name: A, dtype: object
```

I would have expected the output to be the same for both object/category dtypes.


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

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.3.final.0
python-bits      : 64
OS               : Linux
OS-release       : 3.10.0-1062.4.1.el7.x86_64
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.1
numpy            : 1.17.2
pytz             : 2019.3
dateutil         : 2.8.0
pip              : 9.0.1
setuptools       : 41.4.0
Cython           : 0.29.13
pytest           : 5.2.1
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : 7.8.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : 0.3.2
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.1.1
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : 1.3.1
sqlalchemy       : 1.3.10
tables           : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None

</details>
