REGR: DatetimeIndex.intersection incorrectly raising AssertionError
- [x] closes #35876
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

@dsaxton this PR's test and whatsnew note reference the underlying issue you identified in #35876, but not the OP issue.  Do you think we should add a test/note for that directly?