BUG: Don't parse index column as numeric when parse_dates=True
When a thousands parameter is specified, if the index column data contains that thousands value for date purposes (e.g. '.'), do not interpret those characters as the thousands parameter.

Closes #14066.

this is related to https://github.com/pydata/pandas/issues/9435 (though don't think this fixes)
 ## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/14077?src=pr) is 85.26% (diff: 75.00%)

> Merging [#14077](https://codecov.io/gh/pydata/pandas/pull/14077?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will decrease coverage by **<.01%**

``` diff
@@             master     #14077   diff @@
==========================================
  Files           139        139          
  Lines         50492      50504    +12   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43053      43061     +8   
- Misses         7439       7443     +4   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [185fcbe...f2ed334](https://codecov.io/gh/pydata/pandas/compare/185fcbebd8c65706a9e3fea2d1ae28aa2d8baa93...f2ed33424765e7923db70e64ca2ca7b1c77c1be4?src=pr)
 @jreback : Travis is passing, so this is ready to merge if there are no other concerns.
 @gfyoung Thanks!
