API: EA/Index/Series.factorize should have same kwargs as pd.factorize

[jbrockmendel]

This will allow pd.factorize to dispatch to the EA/Index/Series implementations instead of the other way around.

[jorisvandenbossche]

What would be the advantage of having pd.factorize() call Series.factorize() instead of Series.factorize() calling pd.factorize() as it is now?

[jbrockmendel]

Reopening bc I'm finding that having DTI.factorize retain freq is a PITA if I can't just defer to the DTI/DTA implementation

[jbrockmendel]

xref #35563