BUG: DatetimeIndex.time incorrect in case of timezones 
An offshoot of https://github.com/pandas-dev/pandas/issues/21230

http://pandas.pydata.org/pandas-docs/stable/timeseries.html?highlight=weekofmonth#time-date-components

From the docs:
There are several time/date properties that one can access from Timestamp or a collection of timestamps like a DatetimeIndex.
...
time | Returns datetime.time (does not contain timezone information)

But take this code here:

```
import pandas as pd

df1 = pd.DataFrame(data=[24, 25],
                   index=pd.DatetimeIndex(['2013-01-24 15:01:00+01:00',
                                           '2013-01-25 15:01:00+01:00'],
                                          dtype='datetime64[ns, CET]',
                                          name='Date', freq=None))

print(type(df1.index))
print("df1.index.time")
print(df1.index.time)
                 
```

returns:
```
<class 'pandas.core.indexes.datetimes.DatetimeIndex'>
df1.index.time
[datetime.time(14, 1, tzinfo=<DstTzInfo 'CET' CET+1:00:00 STD>)
 datetime.time(14, 1, tzinfo=<DstTzInfo 'CET' CET+1:00:00 STD>)]


```

- This is showing timezone information.

This may not be a bad thing, but if tz information is expected the docs should probably be changed?


[paste the output of ``pd.show_versions()`` here below this line]


>>> pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.4.final.0
python-bits: 64
OS: Linux
OS-release: 4.13.0-43-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.23.0
pytest: None
pip: 9.0.1
setuptools: 28.8.0
Cython: None
numpy: 1.14.3
scipy: None
pyarrow: None
xarray: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
