BUG: fix CategoricalBlock pickling

This should fix #8518.

Apparently, `NonConsolidatableMixIn.__init__` was copied from a pre-`BlockPlacement` version of `SparseBlock.__init__` which was incompatible with placement being a slice.  The current one is, so I moved it to NonConsolidatableMixIn class almost verbatim.
just add this issue onto all of the other Categorical issues (it doesn't need a separate mention) as same release