TST: Add test to verify DataFrame's constructor doesn't convert Nones to strings on string columns
- [x] closes #32218
- [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

### whatsnew
Adds a very simple test to verify that `None`s are not casted to strings as `"None"` inside the DataFrame's constructor for string columns.

Questions:
* Should the test be more general?
* What is the proper location for the test?
