CI: FutureWarning from string promotion on actions-38-numpydev
- [x] I have checked that this issue has not already been reported.

- [] I have confirmed this bug exists on the latest master of pandas

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

CI seems to be failing in some tests.  I did an update to a PR #41594 which ONLY had a doc change and merge to latest master, and now it is failing in CI.
