API: stop silently ignoring parsing failures with dtype=dt64
- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
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- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
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- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

It's a bit ambiguous whether to call this a deprecation-enforcement or API change.  In 1.3.0 we have

```
- Deprecated behavior of :class:`DataFrame` constructor when a ``dtype`` is passed and the data cannot be cast to that dtype. In a future version, this will raise instead of being silently ignored (:issue:`24435`)
```

but the PR that did that deprecation added that warning in a different code path, so we don't currently issue a warning for this case.  (and the whatsnew didn't say anything about Series).
> It's a bit ambiguous whether to call this a deprecation-enforcement or API change

Since there wasn't a deprecation warning (well, not for all cases), I think it's fine to just list it as a breaking change (as you did right now I think). Thanks @jbrockmendel 