STYLE: dont use pd api types in tests
- [x] closes #39203 
- [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 entry

I didn't add a whatsnew entry since it's only style fixes.
I'll open a new issue regarding @jreback suggestion to ban this with a precommit style rule.
I prefer it to be done in a different PR.