Add code annotations and update documentation

Author: maushumee

doc/source/whatsnew/v3.0.0.rst

@@ -627,6 +627,7 @@ ExtensionArray
 - Bug in :meth:`.arrays.ArrowExtensionArray.__setitem__` which caused wrong behavior when using an integer array with repeated values as a key (:issue:`58530`)
 - Bug in :meth:`api.types.is_datetime64_any_dtype` where a custom :class:`ExtensionDtype` would return ``False`` for array-likes (:issue:`57055`)
 - Bug in various :class:`DataFrame` reductions for pyarrow temporal dtypes returning incorrect dtype when result was null (:issue:`59234`)
+- Bug in :class:`NumpyExtensionArray` where it did not raise any error if validated value to be inserted did not have the same dtype (:issue:`51044`).
 
 Styler
 ^^^^^^

pandas/core/arrays/numpy_.py

@@ -232,7 +232,7 @@ def _validate_scalar(self, fill_value):
             fill_value = self.dtype.na_value
         return fill_value
 
-    def _validate_setitem_value(self, value):
+    def _validate_setitem_value(self, value) -> type(value) | None:
         """
         Check if we have a scalar that we can cast losslessly.