Built right into the Extended Events is an event that captures conversions that would affect execution plans, plan_affecting_convert. This event will show both CONVERT and CONVERT_IMPLICIT warnings that you would normally only see within an execution plan. You can capture this event with others. Capturing events together along with causality tracking makes it very easy to track queries that have the issue. Here’s one example of how you might capture implicit conversions along with the query:
This kind of event can make system-level performance tuning much easier.