Revert "PERF: nancorr pearson (#42761)"
- [x] closes #45640
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

thanks @phofl 

I guess we should re-open the *original* issue though that was a bit off point. I think it was not closer back then, just referenced 