PERF: optimize memory space for factorize / FrozenList (storage for MultiIndex) #8456

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PERF: optimize memory space for factorize / FrozenList (storage for MultiIndex)#8456

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xref #8453

factorize returns int64s, prob need some cython updating to allow lower ints returns
FrozenList by default also uses a ndarray like (that is int64)

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0.15.1

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