Fix warnings from pandas=2.1.0

[phofl]

Closes #xxxx

• Tests added / passed
• Passes pre-commit run --all-files

The sparse warning comes from arrow, but as far as I can see we are not using from_pandas anywhere outside of tests, so we should be good

[github-actions]

Unit Test Results

See test report for an extended history of previous test failures. This is useful for diagnosing flaky tests.

       21 files  ±         0         21 suites  ±0   10h 55m 26s ⏱️ + 9h 37m 25s
  3 785 tests +     445    3 676 ✔️ +     569     107 💤  - 124  2 ❌ +2 
36 587 runs  +29 777  34 784 ✔️ +28 826  1 800 💤 +970  3 ❌ +3 

For more details on these failures, see this check.

Results for commit c6b927a. ± Comparison against base commit ec40daa.

This pull request skips 2 and un-skips 138 tests.

distributed.protocol.tests.test_arrow
distributed.protocol.tests.test_pandas

distributed.cli.tests.test_dask_worker ‑ test_dashboard_non_standard_ports
distributed.cli.tests.test_dask_worker ‑ test_listen_address_ipv6[tcp://:---nanny]
distributed.cli.tests.test_dask_worker ‑ test_listen_address_ipv6[tcp://:---no-nanny]
distributed.cli.tests.test_dask_worker ‑ test_listen_address_ipv6[tcp://[::1]:---nanny]
distributed.cli.tests.test_dask_worker ‑ test_listen_address_ipv6[tcp://[::1]:---no-nanny]
distributed.comm.tests.test_comms ‑ test_default_client_server_ipv6[asyncio]
distributed.comm.tests.test_comms ‑ test_default_client_server_ipv6[tornado]
distributed.comm.tests.test_comms ‑ test_tcp_client_server_ipv6[asyncio]
distributed.comm.tests.test_comms ‑ test_tcp_client_server_ipv6[tornado]
distributed.comm.tests.test_comms ‑ test_tls_client_server_ipv6[asyncio]
…

[jrbourbeau]

Thanks @phofl!

[jrbourbeau]

Can confirm this is resolved in pyarrow=13 (xref apache/arrow#35366)