title: Warning when constructing a pandas DataFrame with a timezone-aware column
body: <p>When I run the following code:</p>
  <pre><code>import pandas as pd
  
  dr = pd.date_range('2020-06-22 15:00:00', '2020-06-25 15:00:00', freq='1d')
  x = pd.DataFrame({'dt': dr.tz_localize('America/New_York')}, columns=['dt'])
  print(x.dt)
  
  print(pd.__version__)
  </code></pre>
  <p>I get the following warning:</p>
  <pre><code>pandas/core/internals/construction.py:791: FutureWarning: Converting timezone-aware 
  DatetimeArray to timezone-naive ndarray with 'datetime64[ns]' dtype. In the future, this will 
  return an ndarray with 'object' dtype where each element is a 'pandas.Timestamp' with the 
  correct 'tz'.
      To accept the future behavior, pass 'dtype=object'.
      To keep the old behavior, pass 'dtype=&quot;datetime64[ns]&quot;'.
    subarr = construct_1d_object_array_from_listlike(subarr)
  0   2020-06-22 15:00:00-04:00
  1   2020-06-23 15:00:00-04:00
  2   2020-06-24 15:00:00-04:00
  3   2020-06-25 15:00:00-04:00
  Name: dt, dtype: datetime64[ns, America/New_York]
  0.25.3
  </code></pre>
  <p>I see in <a href="https://pandas.pydata.org/pandas-docs/stable/whatsnew/v0.24.0.html?highlight=groupby%20sum#converting-timezone-aware-series-and-index-to-numpy-arrays" rel="nofollow noreferrer">the <code>pandas</code> release notes</a> that &quot;Future versions of pandas will preserve the timezone information by returning an object-dtype NumPy array where each value is a Timestamp with the correct timezone attached&quot;.  But I don't want an <code>object</code>-typed column, I want a datetime (of some kind) with the correct timezone attached at the column level.</p>
  <p>Also, the <code>print(x.dt)</code> output seems to indicate that the column <em>does</em> preserve the timezone information.  Is this a spurious warning, or is this indeed going to stop working like this in future versions of <code>pandas</code>?</p>
  <p>As shown in the output, I'm using Pandas 0.25.3.  Thanks.</p>
  <p><strong>NOTE:</strong> I've seen several other questions on SO about this same warning, but they seem to be about <em>sorting</em> a <code>DataFrame</code>, not just constructing one.</p>