ENH: change behavior in reading malformat file
#### Is your feature request related to a problem?

Currently, for large CSV files, pandas parse a column with mixed data types with only a warning (DtypeWarning)
[https://github.com/pandas-dev/pandas/blob/v1.2.2/pandas/errors/__init__.py#L57-L112](url)
[https://github.com/pandas-dev/pandas/blob/master/pandas/_libs/parsers.pyx](url)  

This behavior of keeping mix data type in a column is totally unexpected and a warning for it is not enough.  

#### Describe the solution you'd like
Just convert all the values of the column to one type and produce a warning. For example, if it is a mix of int and object, just convert all to object and then produce a warning. This way, there would be no unexpected behavior/error later in the manipulation of DataFrame. 

#### API breaking implications
API will not change. The behavior of API becomes more predictable. 

