TST: add test Index.where infers dtype instead of converting string to float (#32413)
- [x] closes #32413
- [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).
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

This PR provides a test case for the already fixed problem #32413.

If the test name is not suitable, it would be good if you can suggest a better one.
thanks @rendner 