Issue warning in slow ExtensionArray base methods
In the ExtensionArray docstring, we note that

```
    Some methods require casting the ExtensionArray to an ndarray of Python
    objects with ``self.astype(object)``, which may be expensive. When
    performance is a concern, we highly recommend overriding the following
    methods:

    * fillna
    * dropna
    * unique
    * factorize / _values_for_factorize
    * argsort / _values_for_argsort
```

I think we should also issue a warning in those cases. We would filter the warning by default, so it doesn't appear to users, but would show up when the base tests are being run. Then the EA author can choose to ignore that warning, or implement it more efficiently.