DEPR: Deprecate convert_float
- [x] closes #41127
- [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
- [x] whatsnew entry

I added tm.assert_produces_warning for every existing test that uses the `convert_float` argument, and a git grep only found one reference to `convert_float` in doc/. Is anything else required for a deprecation? IIUC, the actual feature would get removed in a pandas 2.0, correct?