REGR: passing dask arrays to Series or DataFrame
#### Code Sample, a copy-pastable example

```python
import pandas as pd
import dask.array as da
a = da.ones((12,), chunks=4)
s = pd.Series(a, index=range(12))
print(s.dtype)
```

#### Problem description

This has been detected by `xarray`'s upstream-dev CI ([environment](https://github.com/pydata/xarray/runs/1592176067?check_suite_focus=true#step:5:1177)): with `1.1.3`, the `dtype` is `float64` while on `master` (installed from `scipy-wheels-nightly`) this became `object` (and the series / dataframe contains `dask` scalars). Was that change intentional? Poking around on the merged PR list, this might have been #38563 (not sure, though).

To be clear, for us this only affects test code and since it would compute anyways we can easily work around this by computing the `dask` array before passing it to `pd.Series` or `pd.DataFrame`.

See also pydata/xarray#4717.

cc @TomAugspurger
