Updare warning message.

Author: OlehKSS

pandas/core/arrays/categorical.py

@@ -1167,8 +1167,9 @@ def remove_categories(self, removals, inplace=no_default):
         if inplace is not no_default:
             warn(
                 "The `inplace` parameter in pandas.Categorical."
-                "remove_categories is deprecated and "
-                "will be removed in a future version.",
+                "remove_categories is deprecated and will be removed in "
+                "a future version. Removing unused categories will always "
+                "return a new Categorical object.",
                 FutureWarning,
                 stacklevel=2,
             )