BUG: FloatingArray.__contains__(nan)
- [ ] closes #xxxx (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
- [ ] 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.

More targeted version of #51378
```
 mypy.....................................................................Failed
- hook id: mypy
- duration: 140.36s
- exit code: 1

pandas/core/arrays/masked.py:245: error: Incompatible return value type (got "Union[bool, bool_]", expected "bool")  [return-value]
Found 1 error in 1 file (checked 1420 source files)
``` Thanks @jbrockmendel 