BUG: Coerce to native types to_dict list and index (#46751)
- [x] closes #46751 (Replace xxxx with the Github issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

@rhshadrach PR for fix @rhshadrach looks like there are 2 tests failing that don't seem in any way related to my code, how should I proceed? It's actually just one; the `pandas-dev.pandas` will fail anytime one of the Azure pipeline build fails, so it's just the py38_32bit. This build is failing on all PRs for reasons I haven't been able to figure out; okay to ignore. Thanks @RogerThomas!