ENH/DOC: wide_to_long performance and docstring clarification 
 - [x] closes #14778 
 - [x] tests passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry

Please see #14778 for details.

I make `wide_to_long`  a bit faster (avoid slow regex search on long columns by first converting to Categorical, avoid melting all dataframes with all the id variables, and wait with trying to convert the "time" variable to `int` until last), and clear up the docstring. 


