TST: Ensure makeCategoricalIndex categories are unique

[mroeschke]

• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.

If the flaky lottery is won and the random categories are not unique can raise

ImportError while loading conftest 'D:\a\1\s\pandas\conftest.py'.
pandas\conftest.py:564: in <module>
    "categorical": tm.makeCategoricalIndex(100),
pandas\_testing\__init__.py:310: in makeCategoricalIndex
    Categorical.from_codes(np.arange(k) % n, categories=x), name=name, **kwargs
pandas\core\arrays\categorical.py:678: in from_codes
    dtype = CategoricalDtype._from_values_or_dtype(
pandas\core\dtypes\dtypes.py:298: in _from_values_or_dtype
    dtype = CategoricalDtype(categories, ordered)
pandas\core\dtypes\dtypes.py:185: in __init__
    self._finalize(categories, ordered, fastpath=False)
pandas\core\dtypes\dtypes.py:339: in _finalize
    categories = self.validate_categories(categories, fastpath=fastpath)
pandas\core\dtypes\dtypes.py:536: in validate_categories
    raise ValueError("Categorical categories must be unique")
E   ValueError: Categorical categories must be unique