BUG: DataFrame construction from EA scalar gives object dtype

[justinessert]

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• (optional) I have confirmed this bug exists on the master branch of pandas.

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Code Sample, a copy-pastable example

import decimal
from pandas.tests.extension.decimal.array import DecimalArray, DecimalDtype

import pandas as pd

df = pd.DataFrame(index=[0,1,2], columns=['a'], data=decimal.Decimal('1'))
df['b'] = decimal.Decimal('1')
df.dtypes

Problem description

Both columns 'a' and 'b' are created as object columns in the above DataFrame, instead of the expected Decimal type (and this happens for all 3rd party extension types). This is unexpected because these 3rd party extended are supported as a data type in pandas, but are not being applied.

This issue was originally reported for 1st party extension types in Issue 34832 and should be fixed (for 1st party extensions) in PR 34875. But work still remains to extend this bug fix to 3rd party extension types.

Output of pd.show_versions()

INSTALLED VERSIONS

commit : 291eb2d
python : 3.7.6.final.0
python-bits : 64
OS : Darwin
OS-release : 18.7.0
Version : Darwin Kernel Version 18.7.0: Sun Dec 1 18:59:03 PST 2019; root:xnu-4903.278.19~1/RELEASE_X86_64
machine : x86_64
processor : i386
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8

pandas : 1.1.0.dev0+1915.g291eb2d11
numpy : 1.18.5
pytz : 2020.1
dateutil : 2.8.1
pip : 20.1.1
setuptools : 47.3.1.post20200616
Cython : 0.29.20
pytest : 5.4.3
hypothesis : 5.16.2
sphinx : 3.1.1
blosc : 1.9.1
feather : None
xlsxwriter : 1.2.9
lxml.etree : 4.5.1
html5lib : 1.0.1
pymysql : None
psycopg2 : None
jinja2 : 2.11.2
IPython : 7.15.0
pandas_datareader: None
bs4 : 4.9.1
bottleneck : 1.3.2
fastparquet : 0.4.0
gcsfs : None
matplotlib : 3.2.2
numexpr : 2.7.1
odfpy : None
openpyxl : 3.0.3
pandas_gbq : None
pyarrow : 0.17.1
pytables : None
pyxlsb : None
s3fs : 0.4.2
scipy : 1.4.1
sqlalchemy : 1.3.17
tables : 3.6.1
tabulate : 0.8.7
xarray : 0.15.1
xlrd : 1.2.0
xlwt : 1.3.0
numba : 0.50.0

[jbrockmendel]

This would need to be implemented in maybe_infer_objects, construct_1d_arraylike_from_scalar, construct_2d_arraylike_from_scalar