BUG: Return UTC DateTimeIndex when specified in to_datetime
Title is self-explanatory.  Closes #11934.

1) Will add "what's new" entry as soon as Travis gives me a green light.
2) Where should I put a test for this bug?  There is no `test_tools.py` file AFAICT.
 tseries/test_timeseries

look for similar tests
 @jreback : All tests are passing.  Should be good to merge then.
 @jreback : All tests are passing.  Should be good to merge then.
 thanks!
