BUG: to_dict should convert NA to None

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Pandas version checks

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

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

• I have confirmed this bug exists on the [main branch] (https://pandas.pydata.org/docs/dev/getting_started/install.html#installing-the-development-version-of-pandas) of pandas.

Reproducible Example

df = DataFrame({"a": [1, 2, 3, pd.NA]}, dtype="Int64")


ls = ["dict", "list", "split", "tight", "records", "index"]
for x in ls:
    print(df.to_dict(orient=x))


{'a': {0: 1, 1: 2, 2: 3, 3: <NA>}}
{'a': [1, 2, 3, <NA>]}
{'index': [0, 1, 2, 3], 'columns': ['a'], 'data': [[1], [2], [3], [<NA>]]}
{'index': [0, 1, 2, 3], 'columns': ['a'], 'data': [[1], [2], [3], [<NA>]], 'index_names': [None], 'column_names': [None]}
[{'a': 1}, {'a': 2}, {'a': 3}, {'a': <NA>}]
{0: {'a': 1}, 1: {'a': 2}, 2: {'a': 3}, 3: {'a': <NA>}}

Issue Description

to_dict should return native python types, hence we should convert NA to None

Expected Behavior

Return None instead of NA

Installed Versions

INSTALLED VERSIONS

commit : 0e0a447
python : 3.8.15.final.0
python-bits : 64
OS : Darwin
OS-release : 22.2.0
Version : Darwin Kernel Version 22.2.0: Fri Nov 11 02:06:26 PST 2022; root:xnu-8792.61.2~4/RELEASE_ARM64_T8112
machine : arm64
processor : arm
byteorder : little
LC_ALL : None
LANG : None
LOCALE : None.UTF-8

pandas : 2.0.0.dev0+1219.g0e0a4472c4.dirty
numpy : 1.23.5
pytz : 2022.7
dateutil : 2.8.2
setuptools : 65.6.3
pip : 22.3.1
Cython : 0.29.32
pytest : 7.2.0
hypothesis : 6.61.0
sphinx : 4.5.0
blosc : None
feather : None
xlsxwriter : 3.0.5
lxml.etree : 4.9.2
html5lib : 1.1
pymysql : 1.0.2
psycopg2 : 2.9.3
jinja2 : 3.1.2
IPython : 8.8.0
pandas_datareader: None
bs4 : 4.11.1
bottleneck : 1.3.5
brotli :
fastparquet : 2022.12.0
fsspec : 2022.11.0
gcsfs : 2022.11.0
matplotlib : 3.6.2
numba : 0.56.4
numexpr : 2.8.3
odfpy : None
openpyxl : 3.0.10
pandas_gbq : None
pyarrow : 10.0.1
pyreadstat : 1.2.0
pyxlsb : 1.0.10
s3fs : 2022.11.0
scipy : 1.9.3
snappy :
sqlalchemy : 1.4.46
tables : 3.7.0
tabulate : 0.9.0
xarray : 2022.12.0
xlrd : 2.0.1
zstandard : 0.19.0
tzdata : None
qtpy : None
pyqt5 : None
None