BUG: Pyarrow 2.0.0 broke test_timezone_aware_index 6/7 tests
Pyarrow 2.0.0 was released yesterday and broke the test `` test_timezone_aware_index`` in 6 of 7 cases. Can be seen through our CI. Location of test is ``pandas/tests/io/test_parquet.py``

Link to ci:
https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=45611&view=logs&j=b1c7b65e-b3ce-541a-7fd5-29b4ba56ce18&t=46ecc253-e38f-5abc-2ea7-addca6b44d0a&l=22

cc @jreback 
