DOC: Fix docs on merging categoricals.

Fixes pandas-dev#28166.

Author: ivirshup

doc/source/user_guide/categorical.rst

@@ -813,16 +813,16 @@ but the categories of these categoricals need to be the same:
     res
     res.dtypes
 
-In this case the categories are not the same, and therefore an error is raised:
+If the categories are not exactly the same, merging will coerce the
+categoricals to their categories' dtypes:
 
 .. ipython:: python
 
     df_different = df.copy()
     df_different["cats"].cat.categories = ["c", "d"]
-    try:
-        pd.concat([df, df_different])
-    except ValueError as e:
-        print("ValueError:", str(e))
+    res = pd.concat([df, df_different])
+    res
+    res.dtypes
 
 The same applies to ``df.append(df_different)``.
 

doc/source/user_guide/merging.rst

@@ -883,7 +883,7 @@ The merged result:
 .. note::
 
    The category dtypes must be *exactly* the same, meaning the same categories and the ordered attribute.
-   Otherwise the result will coerce to ``object`` dtype.
+   Otherwise the result will coerce to the categories' dtype.
 
 .. note::