Fix categorical data check. #11711

Job	Run time
Build libxgboost4j.so targeting glibc 2.17 (arch aarch64, runner linux-arm64-cpu)	1m 38s
Build libxgboost4j.so targeting glibc 2.17 (arch x86_64, runner linux-amd64-cpu)	2m 0s
Build libxgboost4j.so with CUDA	6m 38s
Build libxgboost4j.dylib for MacOS (Apple Silicon)	1m 51s
Build libxgboost4j.dylib for MacOS (Intel)	3m 12s
Build and test JVM packages (Linux, Scala 2.12)	10m 5s
Build and test JVM packages (Linux, Scala 2.13)	5m 9s
Build and test JVM packages (windows-latest)	11m 12s
Build and test JVM packages (macos-13)	14m 28s
Build docs for JVM packages	4m 58s
Test JVM packages with CUDA (Scala 2.12)	6m 31s
Test JVM packages with CUDA (Scala 2.13)	6m 24s
Deploy JVM packages to S3 (cpu)	7s
Deploy JVM packages to S3 (cpu)	9s
Deploy JVM packages to S3 (gpu)	8s
Deploy JVM packages to S3 (gpu)	7s
	1h 14m 37s

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