BUG: Cannot replace NaNs with None
- [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.

---
Previously, we were able to replace NaN values with `None` for easier insertion into databases like mysql, as listed here:
https://stackoverflow.com/questions/14162723/replacing-pandas-or-numpy-nan-with-a-none-to-use-with-mysqldb

python

```
df = pd.DataFrame([[1, None, np.NaN], [2, np.NaN, np.NaN]])
df = df.where(pd.notnull(df), None)
df
```
Output of df:

 0 | 1 | 2
 -- | -- | --
1 | NaN | NaN
2 | NaN | NaN



#### Problem description
Previously, all np.NaN were replaced with `None`. Now, they still remain as `np.NaN`, and breaks database insertions

#### Expected Output

 0 | 1 | 2
 -- | -- | --
1 | None | None
2 | None | None


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

<details>
INSTALLED VERSIONS
------------------
commit           : c7f7443c1bad8262358114d5e88cd9c8a308e8aa
python           : 3.8.8.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.4.0-1049-aws
Version          : #51~18.04.1-Ubuntu SMP Fri May 14 18:38:46 UTC 2021
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : C.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.3.1
numpy            : 1.19.2
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.4
setuptools       : 50.3.1
Cython           : 0.29.21
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : 2.8.5 (dt dec pq3 ext lo64)
jinja2           : None
IPython          : 7.19.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.2.2
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 1.0.1
pyxlsb           : None
s3fs             : None
scipy            : 1.5.2
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>