[NOMERGE] Test object array copying
In an effort to debug what's wrong with https://github.com/pandas-dev/pandas/pull/39272/, I'm opening a separate pull request with some tests to run on Azure pipelines. I can't reproduce these test fails locally with `environment.yml` or a docker developer environment.

`test_1d_object_array_does_not_copy` DIDN'T fail a little over a month ago (when I'd started writing the PR), so I'll be bisecting back to see when it happened.
