Fix mypy errors for pandas\tests\*:  test_convert_to.py
- [x ] xref #28926
- [x ] tests added / passed
- [x ] passes `black pandas`
- [x ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [N/A ] whatsnew entry

btw @WillAyd @simonjayhawkins feel free to merge mypy fixes when you guys are satisfied (generally) Thanks @lrm25 