BUG: DataFrame(nested_object_ndarray) match DataFrame(nested_pandas_array)
- [x] closes #43986
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

i guess should have a whatsnew note, pls add and ping on green. ping