Incorrect docs for merging categoricals

[ivirshup]

The documentation for merging categorical arrays (here) states that calling pd.concat on two data frames with categorical columns will throw an error. This doesn't throw an error, and probably shouldn't following #13767.

Here's the example shown in the docs:

import pandas as pd
cat = pd.Series(["a", "b"], dtype="category")
vals = [1, 2]
df = pd.DataFrame({"cats": cat, "vals": vals})
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))

[WillAyd]

Cool thanks! Any interest in submitting a PR to improve the docs?

[ivirshup]

Sure! I've gone ahead and given that a shot.