DOC: Improve to_datetime() documentation
Returns Object Type Index when Mixed Timezones are used in list-like input to pandas.to_datetime()

- [x] closes #40808 
- [ ] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

Hello @chinmayrane! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2021-04-21 13:33:33 UTC Test Failure seems unrelated. This is my first PR, so wanted to make sure, if I understand it correctly.

Seeing Error on - `TestSeriesReductions.test_empty_multi`

`AssertionError: Caused unexpected warning(s): [('ResourceWarning', ResourceWarning('unclosed transport <asyncio.sslproto._SSLProtocolTransport object at 0x000001B4D3B9EE20>'), 'C:\\Miniconda\\envs\\pandas-dev\\lib\\asyncio\\sslproto.py', 321)]`

Also got a pop up on the Azure Pipeline that this test has failed `124` times in the past `14` days.


[Test Failure](https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=58344&view=logs&j=404760ec-14d3-5d48-e580-13034792878f&t=f81e4cc8-d61a-5fb8-36be-36768e5c561a&l=113) @mroeschke  Thanks! thanks @chinmayrane 