CLN,TYP Remove string return annotations

- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them

this was just done with
```python
    parser = argparse.ArgumentParser()
    parser.add_argument('paths', nargs='*', type=Path)
    args = parser.parse_args()
    for path in args.paths:
        text = path.read_text()
        text = re.sub(r'-> "(\w+)"', '-> \\1', text)
        path.write_text(text)
```

There's other to do (which I'll get to in other PRs), but this already gets rid of a big load of them