ENH: Add ea support to get_dummies
- [x] closes #32430 (Replace xxxx with the GitHub issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

```
pyright 1.1.276
/home/runner/work/pandas/pandas/pandas/core/reshape/encoding.py
  /home/runner/work/pandas/pandas/pandas/core/reshape/encoding.py:245:13 - error: Expression of type "DtypeObj" cannot be assigned to declared type "str | dtype | Type[str] | Type[complex] | Type[bool] | Type[object] | None"
    Type "DtypeObj" cannot be assigned to type "str | dtype | Type[str] | Type[complex] | Type[bool] | Type[object] | None"
      Type "ExtensionDtype" cannot be assigned to type "str | dtype | Type[str] | Type[complex] | Type[bool] | Type[object] | None"
        "ExtensionDtype" is incompatible with "str"
        "ExtensionDtype" is incompatible with "dtype"
        Type "ExtensionDtype" cannot be assigned to type "Type[str]"
        Type "ExtensionDtype" cannot be assigned to type "Type[complex]"
        Type "ExtensionDtype" cannot be assigned to type "Type[bool]"
        Type "ExtensionDtype" cannot be assigned to type "Type[object]"
    ... (reportGeneralTypeIssues)
1 error, 0 warnings, 0 informations 
Completed in 18.065sec

mypy.....................................................................Failed
- hook id: mypy
- duration: 216.68s
- exit code: 1

pandas/core/reshape/encoding.py:245: error: Incompatible types in assignment (expression has type "Union[dtype[Any], ExtensionDtype]", variable has type "Optional[Union[str, dtype[Any], Type[str], Type[complex], Type[bool], Type[object]]]")  [assignment]
``` Thx, fixed Thanks @phofl 