idx = pd.Index([1], dtype=object) idx.insert(0, 1).dtype
ATM Index.insert uses Index._with_infer to construct a result, which will cast the case here to int64 instead of retaining object. I think in this case it would be more reasonable to keep object dtype, which we'd get by just calling Index.__new__ instead of _with_infer.
We have no tests that depend on this ATM.
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