REGR: Index(pd.array(foo), dtype=object)
- [x] closes #45206
- [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
- [ ] whatsnew entry

Could try to get into 1.4 to avoid the regression (in which case no whatsnew needed)
This patch fixes the issues we had (in our codebase) that led originally to issue: #45206 @meeseeksdev backport 1.4.x Something went wrong ... Please have a look at my logs.