BUG: Concat does not preserve category if lists of categories do not match.

[yohplala]

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• (optional) I have confirmed this bug exists on the master branch of pandas.

---

Code Sample, a copy-pastable example

import pandas as pd
dfx = pd.DataFrame({'a':[1,2,3], 'cat':['a', 'b', 'a']}).astype({'cat':'category'})
dfy = pd.DataFrame({'a':[3,4,5], 'cat':['a', 'a', 'a']}).astype({'cat':'category'}) # no 'b' here
dfz=pd.concat([dfx,dfy])

dfz['cat']
Out[55]: 
0    a
1    b
2    a
3    a
4    a
5    a
Name: cat, dtype: object

Problem description

I am expecting (erroneously?) that resulting 'cat' column should be the merged categories of 'dfx' and 'dfy'.

Expected Output

dfz['cat']
Out[58]: 
0    a
1    b
2    a
3    a
4    a
5    a
Name: cat, dtype: category
Categories (2, object): ['a', 'b']

Output of pd.show_versions()

INSTALLED VERSIONS

commit : c7f7443
python : 3.8.8.final.0
python-bits : 64
OS : Linux
OS-release : 5.8.0-63-generic
Version : #71~20.04.1-Ubuntu SMP Thu Jul 15 17:46:08 UTC 2021
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8

pandas : 1.3.1
numpy : 1.20.3
pytz : 2021.1
dateutil : 2.8.2
pip : 21.1.3
setuptools : 52.0.0.post20210125
Cython : 0.29.24
pytest : 6.2.4
hypothesis : None
sphinx : 4.0.2
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 2.11.3
IPython : 7.22.0
pandas_datareader: None
bs4 : 4.9.3
bottleneck : None
fsspec : 2021.07.0
fastparquet : 0.7.0
gcsfs : None
matplotlib : 3.4.2
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : 3.0.0
pyxlsb : None
s3fs : None
scipy : 1.6.2
sqlalchemy : None
tables : None
tabulate : 0.8.9
xarray : 0.18.2
xlrd : None
xlwt : None
numba : 0.53.1

[yohplala]

Root cause possibly shared with ticket #14016 ?