TST: Additional tests to iloc setitem
This tests make sure when converting multiple columns to datetimes
and when assiging back it remains as datetime not as unix date
as mentioned in GH #20511.

- [x] closes #20511 
- [x] Tests added and passed
- [x] All code checks passed
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Hello @parthi-siva! 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 2022-04-28 15:06:16 UTC