DFS fails using Dask EntitySet with categorical index

DFS fails on a Dask EntitySet that contains a categorical index

#### Code Sample - use the attached dataset

```python
import dask.dataframe as dd
import featuretools as ft

orders = dd.read_csv("orders.csv")

es = ft.EntitySet()

order_ltypes = {
"order_id": "categorical",
}

es.add_dataframe(dataframe_name="orders",
dataframe=orders,
index="order_id",
logical_types=order_ltypes)

fm, features = ft.dfs(entityset=es, target_dataframe_name="orders")

```

```
NotImplementedError: `df.column.cat.categories` with unknown categories is not supported. Please use `column.cat.as_known()` or `df.categorize()` beforehand to ensure known categories
```

[orders.csv](https://github.com/alteryx/featuretools/files/8730612/orders.csv)