Change Future to DeprecationWarning for make_block_same_class
xref https://github.com/pandas-dev/pandas/pull/19434

@jreback I didn't want to further discuss on the PR, so let's do that here :-)

By having it as a FutureWarning, we only annoy users, and the fastparquet developers are already aware of it. 
BTW, we do exactly the same for pyarrow's 'misuse' of internal API, we added a deprecationwarning for them.
ok I guess. The problem is fp is deep into the internals. This is going to break things and I don't want this to hold us back in any way from changing things. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19442?src=pr&el=h1) Report
> Merging [#19442](https://codecov.io/gh/pandas-dev/pandas/pull/19442?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/272cabb03c6720a922e63d97188640f29d92a24a?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19442/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/19442?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #19442   +/-   ##
=======================================
  Coverage    91.6%    91.6%           
=======================================
  Files         150      150           
  Lines       48724    48724           
=======================================
  Hits        44632    44632           
  Misses       4092     4092
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.97% <ø> (ø)` | :arrow_up: |
| #single | `41.74% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19442?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/internals.py](https://codecov.io/gh/pandas-dev/pandas/pull/19442/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzLnB5) | `95.47% <ø> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19442?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19442?src=pr&el=footer). Last update [272cabb...ee61d95](https://codecov.io/gh/pandas-dev/pandas/pull/19442?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 >  The problem is fp is deep into the internals. This is going to break things and I don't want this to hold us back in any way from changing things.

I agree this is a problem, that we don't really have an api to interact with the internals, but it is a problem in general for packages that need to do this (pyarrow does the same). 
We could think about declaring a very small subset of it as 'stable'