Speculative: in _add_margins there is a snippet

        if isinstance(dtype, ExtensionDtype):
            # Can hold NA already
            continue

This seems to assume that the dtype will have dtype._can_hold_na, but that is not actually required of ExtensionDtypes. The task here is to implement a test case that gets here with an ExtensionDtype that cannot hold na, make sure it doesn't break things.