PerformanceWarning: misleading warning for all columns
#### Code Sample

```python
import pandas as pd

df = pd.DataFrame({'string': ['a', 'b'], 'number': [1.0, 2.0], 'mix': ['a', 2.0]})
df.to_hdf('foo.h5', 'data')
```
#### Problem description

The problem is related to the feature added in #3622. The warning for types that cannot be saved as c-types applies for all `object` columns if any such column exists in the data frame. If all columns are either strings or numbers (but not mixed within a column) no warning is produced (which is expected).

#### Output

```
python3.6/site-packages/pandas/core/generic.py:2530: PerformanceWarning: 
your performance may suffer as PyTables will pickle object types that it cannot
map directly to c-types [inferred_type->mixed,key->block1_values] [items->['string', 'mix']]

  pytables.to_hdf(path_or_buf, key, self, **kwargs)
```

#### Expected Output

Warnings only for column `mix`.

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.8.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-58-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.1
numpy            : 1.17.1
pytz             : 2019.2
dateutil         : 2.8.0
pip              : 19.2.3
setuptools       : 41.2.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : None
numexpr          : 2.7.0
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : 3.5.2
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None

</details>
