BUG: to_datetime with box=False returning DatetimeIndex with mixed naive and aware datetime.datetimes
xref https://github.com/pandas-dev/pandas/pull/23702#discussion_r233654696

```
In [1]: pd.__version__
Out[1]: '0.24.0.dev0+1022.ga23f90142'

In [2]: import pytz; import datetime

In [3]: pd.to_datetime([datetime.datetime(2018, 1, 1), datetime.datetime(2018, 1, 1, tzinfo=pytz.UTC)], box=False)
Out[3]: DatetimeIndex(['2018-01-01 00:00:00+00:00', '2018-01-01 00:00:00+00:00'], dtype='datetime64[ns, UTC]', freq=None)
```

The current output also is incorrect if `box=True` I believe since the first argument is getting coerced to UTC.

Expected Result

```
In [3]: pd.to_datetime([datetime.datetime(2018, 1, 1), datetime.datetime(2018, 1, 1, tzinfo=pytz.UTC)], box=False)
Out[3]:
array([datetime.datetime(2018, 1, 1, 0, 0),
       datetime.datetime(2018, 1, 1, 0, 0, tzinfo=<UTC>)], dtype=object)

In [4]: pd.to_datetime([datetime.datetime(2018, 1, 1), datetime.datetime(2018, 1, 1, tzinfo=pytz.UTC)], box=True)
Out[4]: Index([2018-01-01 00:00:00, 2018-01-01 00:00:00+00:00], dtype='object')
``` 