CLN: tslibs.parsing
- [x] closes #22234

Non-segfault-related pieces broken off from #30374.  Fix a (not-reachable-but-thats-another-conversation) tzinfo check closing #22234.

De-duplicates get_rule_month in tslibs.frequencies and tslibs.parsing

pythonizes a PyUnicode_Join usage because cython does that optimization already.
lgtm to me; @WillAyd  & @mroeschke make some good points. Thanks @jbrockmendel 