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Backport PR #31939 on branch 1.0.x (BUG: Fix construction of Categorical from pd.NA) #32200

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Backport PR #31939: BUG: Fix construction of Categorical from pd.NA

@lumberbot-app lumberbot-app bot added this to the 1.0.2 milestone Feb 23, 2020
@jreback jreback added Categorical Categorical Data Type Missing-data np.nan, pd.NaT, pd.NA, dropna, isnull, interpolate labels Feb 23, 2020
@jreback jreback merged commit 791c7fc into pandas-dev:1.0.x Feb 23, 2020
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