When you set your new value to the loc, specifying the data type seems to satisfy that error message.

df.loc[df["Measure"] == metric.label, "source_data_url"] = str(metric.source_data_url)

For instance, if you want to set it equal to an empty value that is not None, you'll have to specify that it's a string first.

df.loc[df["Measure"] == metric.label, "source_data_url"] = str('')