Fix KeyError by adding check for _convert_dates #21327

Job	Run time
Pyodide build	2m 25s
Linux-32-bit	2m 10s
Linux-Musl	2m 13s
python-dev (macOS-13)	2m 29s
python-dev (ubuntu-22.04)	2m 24s
python-dev (windows-latest)	2m 18s
python-dev (macOS-14)	2m 27s
python-freethreading	2m 25s
macos-13 actions-310.yaml	2m 33s
macos-13 actions-311.yaml	2m 31s
macos-13 actions-312.yaml	2m 31s
macos-14 actions-310.yaml	2m 24s
macos-14 actions-311.yaml	2m 28s
macos-14 actions-312.yaml	2m 28s
windows-latest actions-311.yaml	2m 9s
windows-latest actions-312.yaml	2m 7s
windows-latest actions-310.yaml	2m 9s
ubuntu-latest actions-310.yaml	2m 26s
Minimum Versions	2m 25s
ubuntu-latest actions-311.yaml	2m 25s
Future infer strings (without pyarrow)	2m 26s
Locale: zh_CN	2m 27s
Locale: it_IT	2m 25s
Downstream Compat	2m 25s
Numpy Dev	2m 25s
Pyarrow Nightly	2m 25s
ubuntu-latest actions-312.yaml	2m 26s
Future infer strings	2m 26s
Pypy	1m 13s
	1h 8m 5s

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