BUG: setitem with ArrayManager not preserving PeriodDtype

cc @jorisvandenbossche this is coming up the quantile tests with --array-manager

```
index = pd.period_range("2016-01-01", periods=9, freq="D", name="A")
obj = pd.DataFrame(index).copy()

obj.iloc[:] = index._na_value

>>> obj.dtypes
A    datetime64[ns]
dtype: object
```

We'd like to keep `period[D]` here.