BUG: Regression cannot create Series with dtype 'S|' or 'bytes'
- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample, a copy-pastable example

```python
s = pd.Series(['foo', 'bar', 'baz'])
assert s.astype(bytes).dtype.kind == 'S', "kind is not S!"    # works in 1.1.x, 1.2.0, does not work in 1.2.1 (kind is 'O')
```

#### Problem description
Setting the type of a series to `bytes` changes str instances to `bytes`, but keeps the type as `object`. This seems to be a regression, in prior versions the type was changed to `bytesXX`. In pandas 1.2.1:

```py
In [1]: import pandas as pd                               
                                                                                                                                                                                                                                        
In [2]: pd.__version__                     
Out[2]: '1.2.1'                               
                                                                                                                    
In [3]: s = pd.Series(['foo', 'bar', 'baz'])                                                                                                                                                                                            
                                                                                                                    
In [4]: s.astype('|S')
Out[4]: 
0    b'foo'
1    b'bar'
2    b'baz'
dtype: object

In [5]: s.astype('bytes')
Out[5]: 
0    b'foo'
1    b'bar'
2    b'baz'
dtype: object

In [6]: s.astype(bytes)
Out[6]: 
0    b'foo'
1    b'bar'
2    b'baz'
dtype: object
```

#### Expected Output
I expected this output, produced with 1.2.0:

```py
In [1]: import pandas as pd

In [2]: pd.__version__
Out[2]: '1.2.0'

In [3]: s = pd.Series(['foo', 'bar', 'baz'])

In [4]: s.astype('|S')
Out[4]: 
0    b'foo'
1    b'bar'
2    b'baz'
dtype: bytes24

In [5]: s.astype('bytes')
Out[5]: 
0    b'foo'
1    b'bar'
2    b'baz'
dtype: bytes24

In [6]: s.astype(bytes)
Out[6]: 
0    b'foo'
1    b'bar'
2    b'baz'
dtype: bytes24
```

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS     
------------------     
commit           : 9d598a5e1eee26df95b3910e3f2934890d062caa
python           : 3.8.6.final.0
python-bits      : 64  
OS               : Linux
OS-release       : 5.7.17-1rodete4-amd64
Version          : #1 SMP Debian 5.7.17-1rodete4 (2020-10-01)
machine          : x86_64
processor        : 
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.2.1
numpy            : 1.19.4
pytz             : 2020.4
dateutil         : 2.8.1
pip              : 20.2.1
setuptools       : 49.2.1
Cython           : 0.29.21
pytest           : 4.6.11
hypothesis       : None
sphinx           : 1.8.5
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : 2.8.6 (dt dec pq3 ext lo64)
jinja2           : 2.11.2
IPython          : 7.19.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.17.1
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : 1.3.20
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>
