ENH: improve output for testing.assert_*_equal with Categoricals
- [x ] closes #18056
- [ ] tests added / passed
- [ x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x ] whatsnew entry

The new CategoricalDtype made the output from failing tests uninformative, see #18056. 

The error message is now:

```python
>>> c1 = pd.CategoricalIndex(['a', 'b'])
>>> c2 = pd.CategoricalIndex(['c', 'd'])
>>> s1 = pd.Series([1,2], index=c1)
>>> s2 = pd.Series([1,2], index=c2)
>>> pd.testing.assert_series_equal(s1, s2)
AssertionError: Series.index are different

Attribute "dtype" are different
[left]:  CategoricalDtype(categories=['a', 'b'], ordered=False)
[right]: CategoricalDtype(categories=['c', 'd'], ordered=False)
```
Which is much better.