Potential regression induced by PR "PERF: Categorical(range).categories returns RangeIndex instead of Index"

[DeaMariaLeon]

PR #57787

If this is expected please ignore the issue.

The regressions seem to be here:

indexing.MultiIndexing.time_xs_full_key (Python) with unique_levels=True
indexing.MultiIndexing.time_loc_all_scalars (Python) with unique_levels=True

@mroeschke

[mroeschke]

Thanks for the report. After profiling for a bit, it looks like there's an slight increase when creating the MulitiIndex._engine, but given that this is cached I am not too concerned given the memory reduction of the Index level class.