REF: simplify maybe_convert_objects
Also avoids some memory allocations which is nice.
Thanks @jbrockmendel  I think this may have caused a slowdown here: https://asv-runner.github.io/asv-collection/pandas/#reshape.Explode.time_explode what do you think the culprit is? actually, looks to be https://github.com/pandas-dev/pandas/pull/49566 - and there is some discussion there about adding a fix for the perf