BENCH: Fix CategoricalIndexing benchmark
- [ ] closes #xxxx
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This benchmark behavior changed after https://github.com/pandas-dev/pandas/pull/38372

Additionally, exploring if its feasible to always run the benchmarks to catch these changes earlier.