TST:add test for df replace GH34871
- [x] improves upon #34871
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry <---- is that helpful for this specific regression test? happy to write this if you think this helps! :)

add tiny regression test for not failing on calling df.replace() with Period column

working on this revealed other quirks of df.replace(): it now does not raise an exception anymore, and the dataframe returned by replace() has the right values. However, the dtype of a Period column changes to Object, which is surprising. 

I've added the observations to GH34871