ENH: parse_dates in read_csv should not fail silently
#### Is your feature request related to a problem?

If `timestamp.csv` contains a malformed timestamp in the column `timestamp`, then
```python
df = pandas.read_csv('timestamp.csv', parse_dates=['timestamp'])
df.timestamp.dtype
```
results in
```
dtype('O')
```
(corroborated in the documentation). Because of the silent fail, every `read_csv()` with `parse_dates` must be followed by a `dtype` check.

#### Describe the solution you'd like

By contrast,
```python
pandas.to_datetime(df.timestamp)
```
results in an explicit error with an informative message:
```python
ParserError: Unknown string format: 11:22:33:44
```

#### API breaking implications

If one performs a `datetime` operation on any `parse_dates` column, then it will error if the column is of `object` type. I'm asking for a more informative error to occur in `read_csv()` instead (just like `to_datetime()`).

#### Describe alternatives you've considered

`to_datetime()` behaves as expected.
