BUG: preserve freq in DTI/TDI factorize
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

xref #33830
@mroeschke do we need to pin a numba dep? The test failures don't look numba related, but I may need to silence more warnings in some tests 

EDIT: I have this `filterwarning` on all numba tests that use parallel. Locally it's filtering the warning not sure why it's raising here

`@pytest.mark.filterwarnings("ignore:\\nThe keyword argument")` hmm ATM this fixes dti.factorize() but not pd.factorize(dti)

<b>update</b> fixed > can you explain why we are exposing .factorize() as a public method on Index?

No idea, its there on both Index and Series in the status quo. Gentle ping, this is a blocker for freq-check in assert-index-equal you haven’t answered my question above
 > you haven’t answered my question above

you asked why we are exposing Index.factorize, and I answered [here 
](https://github.com/pandas-dev/pandas/pull/33836#issuecomment-621896133) that i am not aware of a good reason, but we do it in master. Mothballing.  If no one else cares about these bugs, not worth pursuing.