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Modify _values_for_factorize in sparse.py
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pandas/core/arrays/sparse.py

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@@ -942,7 +942,7 @@ def unique(self):
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def _values_for_factorize(self):
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# Still override this for hash_pandas_object
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return np.asarray(self), self.fill_value
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return np.asarray(self, object), self.fill_value
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def factorize(self, na_sentinel=-1):
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# Currently, ExtensionArray.factorize -> Tuple[ndarray, EA]

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