pd.DatetimeIndex.astype(datetime.datetime) no longer working
#### Code Sample, a copy-pastable example if possible

```python
import numpy as np
import pandas as pd
import pytz
import datetime

# Timezones
BRUSSELS = pytz.timezone('Europe/Brussels')
UTC = pytz.UTC

# Create a list of timezone-aware datetime objects in UTC
# Interval is 0b0.0000011 days, to prevent float rounding issues
dtstart = datetime.datetime(2014, 3, 30, 0, 0, tzinfo=UTC)
interval = datetime.timedelta(minutes=33, seconds=45)
interval_days = 0.0234375   # 2025 / 86400 seconds
N = 8

dt_utc = pd.date_range(start=dtstart, freq=interval, periods=N)
dt_bxl = pd.DatetimeIndex.tz_convert(dt_utc, BRUSSELS).astype(datetime.datetime)
```
#### Problem description

This is some code from a test in matplotlib that used to work with Pandas 0.19.0, c.f. matplotlib/matplotlib#8579. I couldn't find anything in the release notes that indicated this change should have occurred.

I think it may be related to [this change](https://github.com/pandas-dev/pandas/commit/61ca02274b898cc2dd15f305a0b885e2f6348dd8#diff-f96467bea27cd795c0e4fdb4c70bb764L791) which prohibits any NumPy-dtype objects that are not also Pandas-dtype objects, and since `np.dtype(datetime.datetime).kind == 'O' and datetime.datetime not in [object, np.object_, 'object', 'O']`, this is not allowed.

#### Expected Output
N/A (no error)

#### Actual Output

```pytb
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File ".../conda/envs/mpl35/lib/python3.5/site-packages/pandas/core/indexes/datetimes.py", line 848, in astype
    dtype = pandas_dtype(dtype)
  File ".../conda/envs/mpl35/lib/python3.5/site-packages/pandas/core/dtypes/common.py", line 1909, in pandas_dtype
    raise TypeError('dtype {0} not understood'.format(dtype))
TypeError: dtype <class 'datetime.datetime'> not understood
```

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.5.2.final.0
python-bits: 64
OS: Linux
OS-release: 4.10.13-200.fc25.x86_64
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_CA.utf8
LOCALE: en_CA.UTF-8

pandas: 0.20.1
pytest: 3.0.4
pip: 9.0.1
setuptools: 28.8.0.post20161110
Cython: 0.25.1
numpy: 1.11.3
scipy: 0.18.1
xarray: None
IPython: 5.1.0
sphinx: 1.5.1
patsy: None
dateutil: 2.5.3
pytz: 2016.7
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: 1.5.3
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.8
s3fs: None
pandas_gbq: None
pandas_datareader: None
</details>
