DOC/TST: DataFrame constructor with a list of DataFrames
Closes #32289 by removing the failing tests and asserting that we raise For NumPy>=1.19. See https://github.com/pandas-dev/pandas/issues/32289#issuecomment-649492024 for details, but the tldr is that DataFrames are now treated identically to 2D ndarrays. 

One thing I wasn't sure of: where to document this. IMO this is too minor of an edge case to warrant anything in the docstring / user guide.
Merging this in a few hours since this is causing our wheel builds to fail.