BUG: to_period() freq was not infered
- [x] closes #33358
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

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When running ```pytest -q --cache-clear pandas/tests/ -k "period"``` some tests in ```pandas/tests/indexing/``` are failing, but when running ```pytest -q --cache-clear pandas/tests/indexing/``` __all__ the tests are passing (on my local machine), so I figured and debug from here, thoughts?