 BUG: to_datetime preserves name of Index argument in the result
- [x] closes #21697
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Hello @mroeschke! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/core/tools/datetimes.py`](https://github.com/mroeschke/pandas/blob/a7e1410aad78f9373499fed155d16be55e5b5023/pandas/core/tools/datetimes.py) !

 - There are no PEP8 issues in the file [`pandas/tests/indexes/datetimes/test_tools.py`](https://github.com/mroeschke/pandas/blob/a7e1410aad78f9373499fed155d16be55e5b5023/pandas/tests/indexes/datetimes/test_tools.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22918?src=pr&el=h1) Report
> Merging [#22918](https://codecov.io/gh/pandas-dev/pandas/pull/22918?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/a277e4aec312abe78689ce361025cd60b25cf0c0?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/22918/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/22918?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #22918      +/-   ##
==========================================
- Coverage   92.19%   92.18%   -0.01%     
==========================================
  Files         169      169              
  Lines       50833    50830       -3     
==========================================
- Hits        46863    46860       -3     
  Misses       3970     3970
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.6% <100%> (-0.01%)` | :arrow_down: |
| #single | `42.37% <50%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/22918?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/tools/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/22918/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvdG9vbHMvZGF0ZXRpbWVzLnB5) | `85.22% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/datetimelike.py](https://codecov.io/gh/pandas-dev/pandas/pull/22918/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZWxpa2UucHk=) | `98.1% <0%> (-0.02%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22918?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/22918?src=pr&el=footer). Last update [a277e4a...5ce3d00](https://codecov.io/gh/pandas-dev/pandas/pull/22918?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Yep. The new tests cover all the new name placements.

Thanks @jreback 

(Travis failures are unrelated; s3_resource, `boto/moto` failure)