BUG: Allow numeric ExtensionDtypes in DataFrame.select_dtypes
- [x] closes #35340
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Picking up #35341 (original PR addressed all comments - here I merged master + added whatsnew note)

cc @simonjayhawkins @jreback @jbrockmendel 