ENH/BUG: implement __iter__ for IntegerArray so conversions (to_dict, tolist, etc.) return python native types
- [x] closes #29738
- [x] closes #34665
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Reheating #31328 (as it's been stale for a few months)