ARROW-17813: [Python] Nested ExtensionArray conversion to/from pandas/numpy

[milesgranger]

ARROW-17813

[github-actions]

https://issues.apache.org/jira/browse/ARROW-17813

[github-actions]

⚠️ Ticket has not been started in JIRA, please click 'Start Progress'.

[jorisvandenbossche]

cc @emkornfield

[jorisvandenbossche]

To me this PR looks good to go. I just added a comment on ARROW-17535 to see whether we are OK with this for to_pandas, while that JIRA argues for a more complex solution to honor the ExtensionType's custom conversion.

[jorisvandenbossche]

@milesgranger the failures here are actually related

[ursabot]

Benchmark runs are scheduled for baseline = 3a72dc0 and contender = 21ba22b. 21ba22b is a master commit associated with this PR. Results will be available as each benchmark for each run completes.
Conbench compare runs links:
[Finished ⬇️0.0% ⬆️0.0%] ec2-t3-xlarge-us-east-2
[Failed ⬇️0.56% ⬆️0.0%] test-mac-arm
[Failed ⬇️1.64% ⬆️0.0%] ursa-i9-9960x
[Finished ⬇️0.25% ⬆️0.04%] ursa-thinkcentre-m75q
Buildkite builds:
[Finished] 21ba22bf ec2-t3-xlarge-us-east-2
[Failed] 21ba22bf test-mac-arm
[Failed] 21ba22bf ursa-i9-9960x
[Finished] 21ba22bf ursa-thinkcentre-m75q
[Finished] 3a72dc0e ec2-t3-xlarge-us-east-2
[Failed] 3a72dc0e test-mac-arm
[Failed] 3a72dc0e ursa-i9-9960x
[Finished] 3a72dc0e ursa-thinkcentre-m75q
Supported benchmarks:
ec2-t3-xlarge-us-east-2: Supported benchmark langs: Python, R. Runs only benchmarks with cloud = True
test-mac-arm: Supported benchmark langs: C++, Python, R
ursa-i9-9960x: Supported benchmark langs: Python, R, JavaScript
ursa-thinkcentre-m75q: Supported benchmark langs: C++, Java

[emkornfield]

Sorry I'll reply on the JIRA, but I think this is a good step, I don't have a good solution for introducing the more complex behavior without breaking compatibility other then making it an additional argument. We can discuss more on the JIRA.