TST: added test for ea dtypes conversion to datetimetzdtype (GH37553)
- [x] closes #37553
- [x] 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

Provided tests for type cast `ExtensionDtypes` -> `DatetimeTZDtype`.

Tests and linter pass locally.
Thank you for the review @mzeitlin11, the new location makes much more sense. thanks @lorenzophys 