Backport PR #60321: TST (string dtype): resolve all xfails in IO pars…
Backport of https://github.com/pandas-dev/pandas/pull/60321
Hmm not sure how to fix the failing test here. There's a lot of mutability going on in the CSV parser...but I can trace things back to base_parser.py:510 which calls:

```python
index = ensure_index_from_sequences(arrays, names)
```

At that point in time, `arrays` has the right data with the proper dtype:

```
[array(['01'], dtype=object)]
```

but the Index constructor seems to force that to `str`, whereas the test expects `object` to be maintained.

@jorisvandenbossche any thoughts on this one?  I have a local fix (have to include changes from https://github.com/pandas-dev/pandas/pull/59316 I think), will clean up and push tomorrow @jorisvandenbossche with your added commit I think this is good to merge (?)