BUG: DatetimeIndex.to_frame does not drop timezone information

[mroeschke]

• closes DateTimeIndex.to_frame() drops timezone in pandas 0.24 #25809
• tests added / passed
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

[codecov]

Codecov Report

Merging #25811 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master   #25811      +/-   ##
==========================================
+ Coverage   91.27%   91.27%   +<.01%     
==========================================
  Files         173      173              
  Lines       53002    53002              
==========================================
+ Hits        48375    48376       +1     
+ Misses       4627     4626       -1

Flag	Coverage Δ
#multiple	89.83% <100%> (ø)	⬆️
#single	41.76% <0%> (-0.01%)	⬇️

Impacted Files	Coverage Δ
pandas/core/indexes/base.py	96.57% <100%> (ø)	⬆️
pandas/util/testing.py	89.4% <0%> (+0.1%)	⬆️

---

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[codecov]

Codecov Report

Merging #25811 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master   #25811      +/-   ##
==========================================
+ Coverage   91.27%   91.27%   +<.01%     
==========================================
  Files         173      173              
  Lines       53002    53002              
==========================================
+ Hits        48375    48376       +1     
+ Misses       4627     4626       -1

Flag	Coverage Δ
#multiple	89.83% <100%> (ø)	⬆️
#single	41.76% <0%> (-0.01%)	⬇️

Impacted Files	Coverage Δ
pandas/core/indexes/base.py	96.57% <100%> (ø)	⬆️
pandas/util/testing.py	89.4% <0%> (+0.1%)	⬆️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update fbe2523...110e9d9. Read the comment docs.

[WillAyd]

lgtm @jreback

[jreback]

thanks @mroeschke nice as usual!