DataFrame.where does not replace np.nan to None in place
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd
import numpy as np

s = pd.Series(list(range(5)) + [np.nan])
# Replace np.nan with None
s.where(s.notnull(), None)
# 0       0
# 1       1
# 2       2
# 3       3
# 4       4
# 5    None

# The replacement fails to be done in place
s.where(s.notnull(), None, inplace=True)
s
# 0    0.0
# 1    1.0
# 2    2.0
# 3    3.0
# 4    4.0
# 5    NaN
```
#### Problem description

As the following threads discussed on SO, there are needs that "NaN"s should be replaced with "None"s so that databases can handle them correctly. Some suggested that [`DataFrame.where`](http://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.where.html) is a proper way to solve this problem.

- [Replacing Pandas or Numpy Nan with a None to use with MysqlDB](https://stackoverflow.com/q/14162723/6666231)
- [Use None instead of np.nan for null values in pandas DataFrame](https://stackoverflow.com/q/39279824/6666231)

However, _the replacement does not take place as expected only when `inplace` parameter is specified as True_. Considering that nothing is returned in this case, people are very likely to assume the replacement is done in place, but it's actually not, which can cause more problems in subsequent development.

#### Expected Output

```python
s = pd.Series(list(range(5)) + [np.nan])
# Replace np.nan with None in place
s.where(s.notnull(), None, inplace=True)
s
# 0       0
# 1       1
# 2       2
# 3       3
# 4       4
# 5    None
```

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

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.7.0.final.0
python-bits: 64
OS: Darwin
OS-release: 18.2.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: zh_TW.UTF-8
LOCALE: zh_TW.UTF-8

pandas: 0.23.4
pytest: None
pip: 18.1
setuptools: 39.0.1
Cython: None
numpy: 1.15.1
scipy: None
pyarrow: None
xarray: None
IPython: 7.0.1
sphinx: None
patsy: None
dateutil: 2.7.3
pytz: 2018.5
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: 1.1.0
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

</details>