DEPR: make_block
- [x] closes #56815 (Replace xxxx with the GitHub issue number)
- [ ] [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
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] 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.

I have been working on a branch for pyarrow testing an alternative `to_pandas` implementation. I will try to finish that this week (that should then also be in time for including it in pyarrow 16.0), and then I will be able to give more concrete feedback here. BTW I posted some comments on the issue last week: https://github.com/pandas-dev/pandas/issues/56815 @jorisvandenbossche with #58197 in are we good to move forward here? If there are no comments I plan to merge next week Updated, I think addressing all comments