TST: add test_ffill_with_string_column
- [x] closes #40250 
- [x] tests added / passed
- [ ] 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

#40250 is an issue which seems to have been fixed in master already through #39446. This PR adds a test for this issue.
