BUG: round_trip_pickle for lib.no_default
- [x] closes #40397
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

This will also un-block making a .pyi for lib.pyx