BUG: Coerce to object for mixed concat
- [x] closes #20762
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20799?src=pr&el=h1) Report
> Merging [#20799](https://codecov.io/gh/pandas-dev/pandas/pull/20799?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/31e77b0b4129134d20cd5027dac0adb9fbd2dca0?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/20799/graphs/tree.svg?token=eZ4WkYLtcO&src=pr&height=150&width=650)](https://codecov.io/gh/pandas-dev/pandas/pull/20799?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #20799      +/-   ##
==========================================
- Coverage   91.85%   91.85%   -0.01%     
==========================================
  Files         153      153              
  Lines       49310    49322      +12     
==========================================
+ Hits        45292    45303      +11     
- Misses       4018     4019       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.24% <100%> (ø)` | :arrow_up: |
| #single | `41.89% <50%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20799?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/dtypes/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/20799/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2NvbmNhdC5weQ==) | `99.18% <100%> (+0.01%)` | :arrow_up: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/20799/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.63% <0%> (-0.05%)` | :arrow_down: |
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/20799/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `95.07% <0%> (+0.01%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20799?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/20799?src=pr&el=footer). Last update [31e77b0...615399c](https://codecov.io/gh/pandas-dev/pandas/pull/20799?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
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