PERF: Enable %z in parsing datetime
- [ ] closes #32792
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry
Is this really a performance issue? It feels like an enh to free up a use case that previously have to use workaround. I feel weird putting it under ```Performance improvements``` in whatsnew. Sure you can put in in the enhancement section very nice @quangngd keep em coming! This is amazing. Thank you!

In which release is this going to be available? 1.1 on August? likely 1.1 will be soonish - next month or 2 Here's a test case notebook showing why pandas should support this:

https://www.kaggle.com/eparizzi/pandas-to-datetime-is-slow @eparizzi this is already fixed and will be released soon