CLN: add typing to dtype arg in selection of files in core/arrays (GH38808)
Follow on PR for #38808
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Some checks are failing, will look at it tomorrow. lgtm ping on green thanks @avinashpancham 