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PERF: Specify how when calling merge._factorize_keys when possible #65160

@rhshadrach

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@rhshadrach

Ref: #64691 (comment)

In addition to the two methods identified in the above comment, other calls should be investigated as well.

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    PerformanceMemory or execution speed performanceReshapingConcat, Merge/Join, Stack/Unstack, Explode

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