COMPAT: numpy object array coercion warnings
#### Problem description

Since at least a couple hours ago, the Numpy Dev pipeline fails 39 tests:
```
##[error]39 test(s) failed, 60964 test(s) collected.
```
I checked and all 39 are like this:
```
numpy.VisibleDeprecationWarning: Creating an ndarray from ragged nested sequences (which is a list-or-tuple of lists-or-tuples-or ndarrays with different lengths or shapes) is deprecated. If you meant to do this, you must specify 'dtype=object' when creating the ndarray
```

Full output of one of the tests below.

<details>

```

        True
        >>> a = np.array([(1.0, 2), (3.0, 4)], dtype='f4,i4').view(np.recarray)
        >>> np.asarray(a) is a
        False
        >>> np.asanyarray(a) is a
        True
    
        """
>       return array(a, dtype, copy=False, order=order)
E       numpy.VisibleDeprecationWarning: Creating an ndarray from ragged nested sequences (which is a list-or-tuple of lists-or-tuples-or ndarrays with different lengths or shapes) is deprecated. If you meant to do this, you must specify 'dtype=object' when creating the ndarray
```

</details>

Thanks to @jreback for pointing out we've run into this before, but Numpy reverted the deprecation warning. The original issue was #30043