API/BUG: Fix is_string_dtype and make more strict
- [x] closes #15585 (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).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.


Started with fixing pytest warnings about `return` being used instead of `assert`

Fixing led to some extension dtype tests being seemingly incorrect w/r/t `is_string_dtype` which pointed to #15585
CI failures are unrelated This patch may have induced a potential regression. Please check the links below. If any ASVs are parameterized, the combinations of parameters that a regression has been detected appear as subbullets. This is a partially automated message.

Subsequent benchmarks may have skipped some commits. See the link below to see which commits are between the two benchmark runs where the regression was identified.

https://github.com/pandas-dev/pandas/compare/a215264d472e79c48433fa3a04fa492abc41e38d...b77417832c76f0027723cad68ffd5654bbafe2a9

 - [strings.Dummies.time_get_dummies](https://asv-runner.github.io/asv-collection/pandas/#strings.Dummies.time_get_dummies)
   - [dtype='str'](https://asv-runner.github.io/asv-collection/pandas/#strings.Dummies.time_get_dummies?p-dtype=%27str%27)
   - [dtype='string[pyarrow]'](https://asv-runner.github.io/asv-collection/pandas/#strings.Dummies.time_get_dummies?p-dtype=%27string%5Bpyarrow%5D%27)
   - [dtype='string[python]'](https://asv-runner.github.io/asv-collection/pandas/#strings.Dummies.time_get_dummies?p-dtype=%27string%5Bpython%5D%27) There are a lot of patches between the two commits where the regression was identified, but it seems to me this is where it occurred. Given the behavior change in this PR, I think this is entirely expected.