BUG: Fix pyarrow categoricals not working for pivot and multiindex #22636

Job	Run time
Pyodide build	23m 33s
Linux-32-bit	18m 13s
Linux-Musl	16m 8s
python-freethreading	24m 50s
python-dev (macOS-13)	27m 8s
python-dev (macOS-14)	14m 12s
python-dev (ubuntu-22.04)	21m 12s
python-dev (windows-latest)	24m 32s
macos-13 actions-310.yaml	56m 5s
macos-13 actions-311.yaml	53m 2s
macos-13 actions-312.yaml	48m 10s
macos-14 actions-310.yaml	20m 54s
macos-14 actions-311.yaml	19m 28s
macos-14 actions-312.yaml	21m 56s
windows-latest actions-311.yaml	50m 52s
windows-latest actions-312.yaml	1h 1m 31s
windows-latest actions-310.yaml	48m 33s
Minimum Versions	24m 56s
Future infer strings (without pyarrow)	57m 1s
Locale: zh_CN	38m 44s
Locale: it_IT	39m 14s
Downstream Compat	6m 38s
Numpy Dev	17m 27s
Pyarrow Nightly	20m 26s
Future infer strings	1h 5m 25s
Pypy	1m 41s
ubuntu-22.04 actions-310.yaml	1h 3m 1s
ubuntu-22.04 actions-311.yaml	59m 40s
ubuntu-24.04-arm actions-311.yaml	34m 28s
ubuntu-22.04 actions-312.yaml	1h 2m 37s
ubuntu-24.04-arm actions-312.yaml	38m 51s
ubuntu-24.04-arm actions-310.yaml	56m 54s
	18h 57m 22s

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