Add explanatory comment and whatsnew entry.

Author: Liam3851

doc/source/whatsnew/v2.3.1.rst

@@ -59,6 +59,7 @@ Bug fixes
 - Bug in :meth:`.DataFrameGroupBy.min`, :meth:`.DataFrameGroupBy.max`, :meth:`.Resampler.min`, :meth:`.Resampler.max` where all NA values of string dtype would return float instead of string dtype (:issue:`60810`)
 - Bug in :meth:`DataFrame.sum` with ``axis=1``, :meth:`.DataFrameGroupBy.sum` or :meth:`.SeriesGroupBy.sum` with ``skipna=True``, and :meth:`.Resampler.sum` with all NA values of :class:`StringDtype` resulted in ``0`` instead of the empty string ``""`` (:issue:`60229`)
 - Fixed bug in :meth:`DataFrame.explode` and :meth:`Series.explode` where methods would fail with ``dtype="str"`` (:issue:`61623`)
+- Fixed bug in unpickling objects pickled in pandas versions pre-2.3.0 that used :class:`StringDtype` (:issue:`61763`).
 
 
 .. _whatsnew_231.regressions:
@@ -72,7 +73,6 @@ Fixed regressions
 
 Bug fixes
 ~~~~~~~~~
--
 
 .. ---------------------------------------------------------------------------
 .. _whatsnew_231.other:

pandas/core/arrays/string_.py

@@ -221,6 +221,7 @@ def __eq__(self, other: object) -> bool:
         return False
 
     def __setstate__(self, state: MutableMapping[str, Any]) -> None:
+        # back-compat for pandas < 2.3, where na_value did not yet exist
         self.storage = state.pop("storage", "python")
         self._na_value = state.pop("_na_value", libmissing.NA)