ENH: check for string and convert to list in DataFrame.dropna subset argument
- [x] closes #41021
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

@phofl @mzeitlin11 the test `pandas/tests/reductions/test_reductions.py::TestSeriesReductions::test_all_any_params` runs succesfully on my machine, but fails here in CI. So cannot reproduce the error to check what is wrong. 


edit: my branch is up to date with master, so that cannot be the problem. You can ignore the ``ResourceWarning`` tests. But pre commit and ci checks is real This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. @erfannariman can you resolve conflicts and address @jreback comments @erfannariman closing as stale. ping when ready to continue. > @erfannariman closing as stale. ping when ready to continue.

Could you please reopen, will finish this one. I get a typing error since subset is `IndexLabel`, while `np.compress` expects other type. The functionality should still work, since `com.maybe_make_list` returns a list.  Hello @erfannariman! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2021-10-18 14:37:09 UTC @rhshadrach @jreback think this one is good to go. Thanks @erfannariman!