DEPR: DatetimeIndex.intersection with mixed timezones cast to UTC, not object
- [x] closes #24362
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

This matches the union behavior, which we deprecated in 1.3.0

(closing #24362 is pretty subjective, but i think this is the best we can do)
lgtm can merge on green