pd.concat DataFrames with an all None object column converts None to nan
For example,

``` python
>>> import pandas as pd
>>> df1 = pd.DataFrame(data=[[1, None], [2, None]], columns=['a', 'b'])
>>> df2 = pd.DataFrame(data=[[3, None], [4, None]], columns=['a', 'b'])
>>> df1
   a     b
0  1  None
1  2  None
>>> df1.dtypes
a     int64
b    object
dtype: object
>>> df2
   a     b
0  3  None
1  4  None
>>> df2.dtypes
a     int64
b    object
dtype: object
>>> pd.concat([df1, df2])
   a    b
0  1  NaN
1  2  NaN
0  3  NaN
1  4  NaN
>>> pd.concat([df1, df2]).dtypes
a     int64
b    object
dtype: object
```

I have found that this is a direct result of line 4102-4103 in core/internals.py

``` python
4101     # create the result
4102     if 'object' in upcast_classes:
4103         return np.dtype(np.object_), np.nan
4104     elif 'bool' in upcast_classes:
4105         if has_none_blocks:
4106             return np.dtype(np.object_), np.nan
4107         else:
4108             return np.dtype(np.bool_), None
4109     elif 'category' in upcast_classes:
4110         return com.CategoricalDtype(), np.nan
4111     elif 'float' in upcast_classes:
4112         return np.dtype(np.float64), np.nan
4113     elif 'datetime' in upcast_classes:
4114         return np.dtype('M8[ns]'), tslib.iNaT
4115     elif 'timedelta' in upcast_classes:
4116         return np.dtype('m8[ns]'), tslib.iNaT                                                                                    
4117     else:  # pragma
4118         raise AssertionError("invalid dtype determination in get_concat_dtype")
```
