BUG: DatetimeIndex.astype matches Series.dtype with datetime tz dtype
- [x] closes #33401
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

As @jbrockmendel mentioned, this may not be the idea behavior in the first place. Going to close so we can discuss further in the issue