[python] Make region_key a categorical when exporting to SpatialData

[jp-dark]

Issue and/or context: sc-61662

Changes:
SpatialData expects the "region_key" column in the obs dataframe to be a categorical. This makes that change.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 86.32%. Comparing base (44c84bf) to head (b2d4f62).
Report is 1 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3588      +/-   ##
==========================================
+ Coverage   86.27%   86.32%   +0.04%     
==========================================
  Files          55       55              
  Lines        6375     6376       +1     
==========================================
+ Hits         5500     5504       +4     
+ Misses        875      872       -3     

Flag	Coverage Δ
python	86.32% <100.00%> (+0.04%)	⬆️

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Components	Coverage Δ
python_api	86.32% <100.00%> (+0.04%)	⬆️
libtiledbsoma	∅ <ø> (∅)