BUG: Allow tz-aware Datetime SQL columns to be passed to parse_dates kwarg.
- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [ ] [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).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

This PR is related to existing tests which fail for me on the main branch, but they pass after making these changes.
```
FAILED pandas/tests/io/test_sql.py::TestPostgreSQLAlchemy::test_datetime_with_timezone - AssertionError: assert False
FAILED pandas/tests/io/test_sql.py::TestPostgreSQLAlchemyConn::test_datetime_with_timezone - AssertionError: assert False
```

Both tests fail here:
```
        # this is parsed on Travis (linux), but not on macosx for some reason
        # even with the same versions of psycopg2 & sqlalchemy, possibly a
        # Postgresql server version difference
        col = df.DateColWithTz
>       assert is_datetime64tz_dtype(col.dtype)
E       AssertionError: assert False
E        +  where False = is_datetime64tz_dtype(dtype('O'))
E        +    where dtype('O') = 0    2000-01-01 00:00:00-08:00\n1    2000-06-01 00:00:00-07:00\nName: DateColWithTz, dtype: object.dtype

pandas\tests\io\test_sql.py:1794: AssertionError
```
I will set the Postresql timezone to UTC so that these tests can pass.