BUG: apply() fails on some value types
- [x] closes #34529
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Thanks @Veronur - can you add a test to show how this fixes the linked issue? Sure it will be done but i think ill need to look into what made it fail the pandas-dev.pandas and the pandas-dev.pandas (Windows py37_np18)  first
 I am working on the test right now, i linked this first pull request just to start the conversaion on on whether looking at this table the change makes sense.
![photh](https://user-images.githubusercontent.com/26484334/84786729-7edb3480-afc3-11ea-8273-8485aea18f3d.png)
 Hello @Veronur! 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 2020-06-18 00:05:00 UTC Alright so i made the test for the issue and i fail before the change and stops failing after. If there is anything else to be done, please let me know. If not let me know and i will make my last pull request with the test and the change Rebased the all commits into one so it becomes easier to look into them Merging master should fix CI. Can you add a release note to whatsnew/v1.1.10.rst? is there anything else that needs to be done here? thanks @Veronur 