pandas.read_csv tries to convert "NaN" even when specifying dtype argument #19644
When the user informs the dtype must be cast for the type defined by him.
More information: #19644 

- [x] closes #19644
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry
