BUG: Avoid duplicates in DatetimeIndex.intersection
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

@jbrockmendel I think we should call ``_convert_can_do_setop`` here too, but https://github.com/pandas-dev/pandas/blob/56b9a80e1e47e123eb7a7c01448d1506400f8a5b/pandas/tests/indexes/datetimes/test_setops.py#L472 tests the opposite

> I think we should call _convert_can_do_setop here too, but [test_intersection_list] tests the opposite

yah im pretty sure that test is wrong xref #38111 Fixed the test thanks @phofl very nice