PERF: Using Numpy C-API arange
- [ ] closes #xxxx
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

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This PR was opened as @jbrockmendel suggested (ref https://github.com/pandas-dev/pandas/pull/32177#discussion_r382923663)

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### Benchmarks:

#### Master:

```
In [1]: import pandas._libs.internals as internals

In [2]: %timeit internals.BlockPlacement(slice(1_000_000)).as_array
1.55 ms ± 143 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
```

---

#### PR:

```
In [1]: import pandas._libs.internals as internals

In [2]: %timeit internals.BlockPlacement(slice(1_000_000)).as_array
1.46 ms ± 3.55 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)
```
 