DEPR: Series([np.nan], dtype='i8') silently ignoring dtype
- [ ] closes #xxxx
- [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
- [x] whatsnew entry

xref #40110
hmm are failures on master? No, caused by a typo, now fixed + green