As originally sketched in #26268 (comment) there might be a way to enable support for arbitrary high values of max_bins for both categorical and numerical features. This may not be super critical for numerical features, but this would enable categorical features of arbitrary cardinality, which is desirable.

The rough idea is to internally map an input categorical feature into multiple binned features (probably num_categories // 255 + 1 features) and to update the Splitter and the predictors to treat that group of features as a single feature.