PERF: fix performance regression in memory_usage(deep=True) for object dtype
- [x] closes #33012  
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

The pull request is to update lib.memory_usage_of_objects from taking self.arrays to self._values. An ASV included to benchmark with and without object-dtype columns.

Before:
![Screen Shot 2020-03-28 at 11 57 22 AM](https://user-images.githubusercontent.com/33635204/77827342-6efe3380-70eb-11ea-9f32-6fd835cca76f.png)

After:
![Screen Shot 2020-03-28 at 11 56 42 AM](https://user-images.githubusercontent.com/33635204/77827344-71608d80-70eb-11ea-9745-e8754f6aebf2.png)