BUG: Never end up with numpy string dtypes
- [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.

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

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**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

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

```python
DataFrame(["foo", "bar", "baz"]).astype(bytes)

```
As discussed in #39484 we do not want to get numpy string dtypes here. This should have dtype object

