BUG: Series(mixed_tz_datetime_objs, dtype=dt64tz)
- [x] closes #32581 (Replace xxxx with the GitHub issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Side-notes:
1) This also means we allow pretty much any mix of types e.g. `[Timestamp, pydatetime, int, float, pd.NaT, str]`
2) The implementation here is super-naive. It can be optimized if it becomes an issue.  But given the mess that array_to_datetime currently is, i'm happy erring on the side of simplicty.
superceded by #49454