ENH: add percentage threshold to dropna
- [x] closes #35299 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

@erfannariman are you still working on this? @simonjayhawkins yes, just waiting for input in the issue discussion. Would love to make more speed on this one, we just need to decide how we move forward.