[Python] Investigate why extension type test fails with pandas 2.0.x

[raulcd]

Describe the bug, including details regarding any error messages, version, and platform.

For our release 12.0.x we are skipping extension type tests for pandas < 2.0, see:

• [Python][CI] Extension type test fails with pandas 2.0.2 #35821
• [Python] test_extension_to_pandas_storage_type fails with NotImplementedError: extension<test.period<PeriodTypeWithToPandasDtype>> #35321

This is issue should follow up on those to investigate the cause.

Component(s)

Python

[raulcd]

cc @jorisvandenbossche

[raulcd]

We should check whether this is still happening