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Follow-up on #62323

While reviewing the backport of that PR, I realized that we might want to limit this "backwards compatibility" change for only the default NaN str dtype, and not for the NA string dtype.
Because right now, for existing users of the string dtype, they should already be used to the fact that object does not select the string column (and they can already do include=["string"] to select the string columns). And if we now start to do that, that could be seen as a regression for the nullable string dtype.

That of course creates an inconsistency between default str vs nullable string dtype .. so we can certainly go either way.

I am already including this change in the backport #62400 itself, so if we go forward with this change, this PR can target 3.0 and does not need to be backported separately.

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