Probably because the downcasting happens for each page, so if there's a page without all the possible categories, the concat will fail. Could you file an issue to google-cloud-python with this for me?
/tmp/ipykernel_127420/829981878.py:1: FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version ...