BUG: Replacing NaN with None in Pandas 1.3 does not work
- [x] I have checked that this issue has not already been reported.
- [x] I have confirmed this bug exists on the latest version of pandas.
- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

#### Code Sample, a copy-pastable example

#### Pandas 1.2

```python
>>> import pandas as pd
>>> import numpy as np
>>> df = pd.DataFrame([0.5, np.nan])
>>> df.where(pd.notnull(df), None)
     0
0  0.5
1  None
```

#### Pandas 1.3
```python
>>> import pandas as pd
>>> import numpy as np
>>> df = pd.DataFrame([0.5, np.nan])
>>> df.where(pd.notnull(df), None)
     0
0  0.5
1  NaN
```

#### Problem description

Replacing NaN values with None (or any other Python object) should work as in previous Pandas versions.

#### Expected Output

```python
>>> import pandas as pd
>>> import numpy as np
>>> df = pd.DataFrame([0.5, np.nan])
>>> df.where(pd.notnull(df), None)
     0
0  0.5
1  None
```

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : f00ed8f47020034e752baf0250483053340971b0
python           : 3.8.10.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 21.0.0
Version          : Darwin Kernel Version 21.0.0: Sun Jun 20 18:43:49 PDT 2021; root:xnu-8011.0.0.121.4~2/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : es_ES.UTF-8
LOCALE           : es_ES.UTF-8

pandas           : 1.3.0
numpy            : 1.18.5
pytz             : 2021.1
dateutil         : 2.8.1
pip              : 21.1.3
setuptools       : 57.1.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : 1.3.7
lxml.etree       : 4.6.2
html5lib         : None
pymysql          : None
psycopg2         : 2.9.1 (dt dec pq3 ext lo64)
jinja2           : 2.11.3
IPython          : 7.20.0
pandas_datareader: None
bs4              : 4.9.3
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.3.4
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 3.0.0
pyxlsb           : None
s3fs             : None
scipy            : 1.3.3
sqlalchemy       : 1.4.20
tables           : None
tabulate         : None
xarray           : None
xlrd             : 2.0.1
xlwt             : None
numba            : None
</details>
