BUG: read_column did not preserve UTC tzinfo
BUG: Fixes #7777, HDFStore.read_column did not preserve timezone information
when fetching a DatetimeIndex column with tz=UTC

Hmm, I'm not quite sure that will work.  `self.values` probably needs to remain an Index, and when a Series is constructed from an index, it calls `_to_embed` which removes UTC tzinfo.  That's why I workaround `_to_embed` by constructing the series from a list instead of an index. 
 that's not what I mean, re-factor it out as a function which you can _call_ from both places, rather than duplicated the code
 You mean something like the following that can be called in convert and when returning the series (with preserve_UTC = True)?

``` python

def _set_tz(values, tz, preserve_UTC=False):
    if tz is not None and isinstance(values, Index):
        tz = _ensure_decoded(tz)
        if values.tz is None:
            values = values.tz_localize('UTC').tz_convert(tz)
        if preserve_UTC:
            if tz == pytz.utc:
                values = list(values)

    return values
```
 yep

though I _think_ you can simply do `tz == 'UTC'` (which works for dateutil and pytz)
 cc @dbew
 You can't do `tz == 'UTC'`, but you can do `tslib.get_timezone(tz) == 'UTC'`.  
 @alorenzo175 ok, gr8! 

hmm maybe should document that somewhere .....
 That looks good to me and the tests are sensible. 
 @alorenzo175 this look good.  just need  release note in v0.15.0 (reference original issue in bug fix section). and I think good to go
 @jreback should be good to go now
 perfect, now just squash to a snigle commit and then I can merge, see here: https://github.com/pydata/pandas/wiki/Using-Git
 squashed
 @alorenzo175 thanks for the fix!
