Make levels return a CategoricalArray

[nalimilan]

Having levels automatically unwrap CategoricalValues is a bit inconsistent with the fallback defined in DataAPI, which is equivalent to sort!(unique(x)). This is mostly historical, as levels was defined in CategoricalArrays first. But it can make some implementations more complex when the goal is to return a CategoricalArray (JuliaData/DataFrames.jl#3031 (comment)).

So it could make sense to make levels return a CategoricalArray in the next breaking release. This should be mostly transparent for users as long as they don't apply functions like string operations to levels. This could end up being inconvenient in some cases though. It would also force allocating a new array each time levels is called (as we probably don't want to store a CategoricalArray inside the CategoricalPool for that).

Cc: @bkamins

[bkamins]

Let us start with listing cases when levels is intended to be used and then make a decision.