ENH/BUG: implement __iter__ for IntegerArray so conversions (to_dict, tolist, etc.) return python native types

pandas/core/arrays/integer.py

@@ -357,6 +357,13 @@ def __pos__(self):
     def __abs__(self):
         return type(self)(np.abs(self._data), self._mask)
 
+    def __iter__(self):
+        for i in range(len(self)):
+            if self._mask[i]:
+                yield self.dtype.na_value
+            else:
+                yield self._data[i].item()
+
     @classmethod
     def _from_sequence(cls, scalars, dtype=None, copy: bool = False) -> "IntegerArray":
         return integer_array(scalars, dtype=dtype, copy=copy)

pandas/tests/arrays/integer/test_dtypes.py

@@ -294,3 +294,18 @@ def test_astype_boolean():
     result = a.astype("boolean")
     expected = pd.array([True, False, True, True, None], dtype="boolean")
     tm.assert_extension_array_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "func",
+    [
+        lambda s: s.tolist()[0],
+        lambda s: s.to_dict()[0],
+        lambda s: list(s.iteritems())[0][1],
+        lambda s: list(iter(s))[0],
+    ],
+)
+def test_conversion_methods_return_type_is_native(func):
+    # GH 29738
+    s = pd.Series([1, 2], dtype="Int64")
+    assert isinstance(func(s), int)