TST .drop() doesn't parse strings for DatetimeIndex
- [X] closes https://github.com/pandas-dev/pandas/issues/5355
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
Linking reviewers: @phofl @noatamir @jorisvandenbossche @MarcoGorelli 