seaborn heatmap annotation ValueError: Unknown format code 'g' for object of type 'numpy.str_'

It is a formatting issue. Here the fmt = '' is required if you are using non-numeric labels (defaults to: fmt='.2g') which consider only for numeric values and throw an error for labels with text format.

import seaborn as sns
import matplotlib.pyplot as plt
import numpy as np


n1 = 5
n2 = 10
M = np.random.random((n1, n2))

A = np.array([[f'{M[i, j]:.2f}' for j in range(n2)] for i in range(n1)])
A[:, 3] = ''


fig, ax = plt.subplots(figsize = (6, 3))

sns.heatmap(ax = ax, data = M, annot = A, fmt='')

plt.show()