FutureWarning when sorting tz-aware datetimeindex
#### Problem
As reported [here](https://stackoverflow.com/questions/54854900/workaround-for-pandas-futurewarning-when-sorting-a-datetimeindex), sorting a tz-aware DatetimeIndex issues warning:

> FutureWarning: Converting timezone-aware DatetimeArray to timezone-naive ndarray with 'datetime64[ns]' dtype

MCVE here:
```python
import pandas as pd
idx = pd.DatetimeIndex(['2017-07-05 07:00:00', '2018-07-05 07:15:00','2017-07-05 07:30:00'])
df = pd.DataFrame({'C1':['a','b','c']},index=idx)
df = df.tz_localize('UTC')
df.sort_index()
```
#### Stack
The stack (Pandas 0.24.1) is:
```
__array__, datetimes.py:358
asanyarray, numeric.py:544
nargsort, sorting.py:257
sort_index, frame.py:4795
```

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

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.7.final.0
python-bits: 64
OS: Linux
OS-release: 4.18.9-acso
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_CA.UTF-8
LOCALE: en_CA.UTF-8

pandas: 0.24.1
pytest: None
pip: 19.0.2
setuptools: 40.7.2
Cython: 0.28.4
numpy: 1.16.1
scipy: None
pyarrow: None
xarray: None
IPython: 7.2.0
sphinx: None
patsy: None
dateutil: 2.8.0
pytz: 2018.9
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: 3.0.2
openpyxl: 2.6.0
xlrd: 1.2.0
xlwt: None
xlsxwriter: None
lxml.etree: 4.2.5
bs4: 4.6.3
html5lib: 1.0.1
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
gcsfs: None
</details>
