[backport 2.3.x] TST (string): from_dummies, dropna (#60818)
(cherry picked from commit ea7ff0ea4606f47a672f75793f4ea2b3eb0b87f5)

Backport of https://github.com/pandas-dev/pandas/pull/60818
There's quite a few number of failures on the 2.3 branch, but I don't think they are related to this PR. > There's quite a few number of failures on the 2.3 branch, but I don't think they are related to this PR.

yes, and part of them will be fixed by https://github.com/pandas-dev/pandas/pull/60847, and the pyarrow-nightly failure should hopefully be fixed tomorrow when the new nightly package lands (I pushed a fix upstream to pyarrow today)