`Index([1], dtype="category").array` gives `ExtensionArray` instead of `pd.Categorical`

[cmp0xff]

After #1391,

• Index([1], dtype="category").array gives ExtensionArray instead of pd.Categorical. We need a fix here.
• cast("Index[pd.CategoricalDtype]", Index([1], dtype="category")).array, which exists in the current tests, gives pd.Categorical, which is okay-ish, but we need to remove the cast.

[Dr-Irv]

• Index([1], dtype="category").array gives ExtensionArray instead of pd.Categorical. We need a fix here.

Need to add a Index.__new__() method. But it should return CategoricalIndex, not Index[pd.CategoricalDtype]