BUG: Concatenation of two objects of the `category` type gives an object of the `object` type
### 

- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the [latest version](https://pandas.pydata.org/docs/whatsnew/index.html) of pandas.

- [ ] I have confirmed this bug exists on the master branch of pandas.


### Reproducible Example

```python
import pandas as pd

a = pd.Series(['A', 'B'], dtype='category')
b = pd.Series(['C', 'D'], dtype='category')

print(a.dtypes, b.dtypes, pd.concat((a,b)).dtypes)
```


### Issue Description

The output of the codes above is: 

`category category object`

### Expected Behavior

I expect the output to be:

`category category category`

Concatenation of two objects of the same type should give an object of that type. The current behavior gave me some unexpected results that took me a while to figure out. 

### Installed Versions

<details>

INSTALLED VERSIONS
------------------
commit           : 2cb96529396d93b46abab7bbc73a208e708c642e
python           : 3.7.10.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.4.120+
Version          : #1 SMP Wed Aug 18 10:20:32 PDT 2021
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : C.UTF-8
LANG             : C.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.2.4
numpy            : 1.19.5
pytz             : 2021.1
dateutil         : 2.8.1
pip              : 21.1.2
setuptools       : 49.6.0.post20210108
Cython           : 0.29.23
pytest           : 6.2.4
hypothesis       : 6.14.1
sphinx           : None
blosc            : None
feather          : 0.4.1
xlsxwriter       : None
lxml.etree       : 4.6.3
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 3.0.1
IPython          : 7.24.1
pandas_datareader: 0.9.0
bs4              : 4.9.3
bottleneck       : 1.3.2
fsspec           : 2021.06.1
fastparquet      : None
gcsfs            : 2021.06.0
matplotlib       : 3.4.2
numexpr          : 2.7.3
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 4.0.0
pyxlsb           : None
s3fs             : 2021.06.1
scipy            : 1.6.3
sqlalchemy       : 1.4.18
tables           : 3.6.1
tabulate         : 0.8.9
xarray           : 0.18.2
xlrd             : None
xlwt             : None
numba            : 0.53.1
</details>
