BUG: is_normalized returned False for local tz
- [x] closes #13459 
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

is_normalized returned False for normalized date_range
in case of local timezone 'Asia/Kolkata'
Fixes: #13459

## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/13484?src=pr) is **84.33%**

> Merging [#13484](https://codecov.io/gh/pydata/pandas/pull/13484?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will decrease coverage by **<.01%**

``` diff
@@             master     #13484   diff @@
==========================================
  Files           138        138          
  Lines         51083      51106    +23   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43083      43102    +19   
- Misses         8000       8004     +4   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last updated by [3b75e03...4d48367](https://codecov.io/gh/pydata/pandas/compare/3b75e03e1bf9798c56f1d20cbc5a5c6c0d560979...4d48367d489b75a248e9e1758cafbfcea96176de)
 @jreback Please review.
 looks good. just a few doc comments. ping when green.
 ```
((pandas3.5)) C:\Users\conda\Documents\pandas3.5>nosetests pandas\tseries\tests\test_timezones.py
............................................................S.......................................................................E.....

======================================================================
ERROR: test_normalize_tz_local (pandas.tseries.tests.test_timezones.TestTimeZones)
----------------------------------------------------------------------
Traceback (most recent call last):
  File "C:\Users\conda\Documents\pandas3.5\pandas\tseries\tests\test_timezones.py", line 1409, in test_normalize_tz_local
    with set_timezone(timezone):
  File "C:\Miniconda2\envs\pandas3.5\lib\contextlib.py", line 59, in __enter__
    return next(self.gen)
  File "C:\Users\conda\Documents\pandas3.5\pandas\util\testing.py", line 2688, in set_timezone
    setTZ(tz)
  File "C:\Users\conda\Documents\pandas3.5\pandas\util\testing.py", line 2685, in setTZ
    time.tzset()
AttributeError: module 'time' has no attribute 'tzset'

----------------------------------------------------------------------
Ran 140 tests in 1.374s

FAILED (SKIP=1, errors=1)
```

so appears `time.tzset()` doesn't exist on windows (or maybe is called something else). If you can figure this out would be great.

If you can then we need to do a platform check inside the context manager and raise a Skiptest (though maybe just have the context manager raise something helpful and let the test writer worry about the skip)
 @jreback Its green. How does it look now?
 thanks!
