Add tests for NaT when performing dt.to_period

@mroeschke Here is a test that tests the functionality discussed in the issue. Please let me know if it needs to be done differently and if more tests should be added.

- [x] closes #21205 
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=h1) Report
> Merging [#24921](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/539c54f30736b4163b70f1ba903aee7a4243ab1f?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24921/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #24921   +/-   ##
=======================================
  Coverage   92.38%   92.38%           
=======================================
  Files         166      166           
  Lines       52404    52404           
=======================================
  Hits        48412    48412           
  Misses       3992     3992
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.8% <ø> (ø)` | :arrow_up: |
| #single | `42.9% <ø> (ø)` | :arrow_up: |


------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=footer). Last update [539c54f...875a3c4](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=h1) Report
> Merging [#24921](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/539c54f30736b4163b70f1ba903aee7a4243ab1f?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24921/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #24921      +/-   ##
==========================================
- Coverage   92.38%   92.37%   -0.01%     
==========================================
  Files         166      166              
  Lines       52404    52388      -16     
==========================================
- Hits        48412    48396      -16     
  Misses       3992     3992
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.8% <ø> (-0.01%)` | :arrow_down: |
| #single | `42.9% <ø> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/plotting/\_core.py](https://codecov.io/gh/pandas-dev/pandas/pull/24921/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb3JlLnB5) | `83.58% <0%> (-0.18%)` | :arrow_down: |
| [pandas/core/indexes/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/24921/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9pbnRlcnZhbC5weQ==) | `95.25% <0%> (ø)` | :arrow_up: |
| [pandas/core/api.py](https://codecov.io/gh/pandas-dev/pandas/pull/24921/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXBpLnB5) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/core/arrays/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/24921/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2ludGVydmFsLnB5) | `93.12% <0%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=footer). Last update [539c54f...3831f86](https://codecov.io/gh/pandas-dev/pandas/pull/24921?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @mroeschke Thanks for the feedback. Do my changes reflect what you meant? @mroeschke Suggestions have been implemented. Thank you. thanks @alexander-ponomaroff 