BUG: Fix range dtype in Series/DataFrame constructor on Windows
- [X] closes #16804
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry

Had to modify a few existing tests that use `range`, as this caused them to fail due to dtypes mismatch; mostly just involved switching to `np.arange`.