ENH: infer_objects copy kwd
- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [ ] [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.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Thanks @jbrockmendel  @jbrockmendel for 1.5 we had a discussion related to new `copy` keywords (https://github.com/pandas-dev/pandas/issues/48141) and ended up reverting some of those new `copy` keywords. Is there a specific reason to still add a `copy` keyword to `infer_objects`?  Two big motivations.  One was that we removed automatic inference in a few places, telling users to use infer_objects instead.  Wanted to allow that operation to be cheap where possible.  Second is that there was a bug in here in Block[Subclass].convert that was inconsistent about making copies.  Fixing that bug required making more copies, and it's worth softening that blow.
