Non-unique integers coerced to float during UInt64Index creation with explicit
Noticed this thanks to @jschendel 's comment over [here](https://github.com/pandas-dev/pandas/pull/29420#discussion_r344376557). I'll use this to learn more about data types and try to suggest a reasonable solution.

Somewhat relevant: #15832, #18400

#### Code Sample, a copy-pastable example if possible

```python

index1 = 7606741985629028552
index2 = 17876870360202815256

UInt64Index([index1, index2])[0]
# Returns: 7606741985629028352

# These will return the input value:
UInt64Index([index1])[0]  
UInt64Index([index2])[0]
UInt64Index([index1, index1])[0]
```

#### Problem description

The numpy array creation [here](https://github.com/pandas-dev/pandas/blob/master/pandas/core/indexes/base.py#L4050) coerces to float, while it's possible to specify dtype and prevent this behavior.

#### Expected Output

UInt64Index contains precisely the input values.

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

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.3.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
machine          : AMD64
processor        : Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : None.None

pandas           : 0.25.3
numpy            : 1.16.4
pytz             : 2019.1
dateutil         : 2.8.0
pip              : 19.1.1
setuptools       : 41.0.1
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.3.4
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.10.1
IPython          : 7.5.0
pandas_datareader: None
bs4              : 4.7.1
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.3.4
matplotlib       : 3.1.1
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : 1.3.0
sqlalchemy       : None
tables           : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None

</details>

Replicates on [current master](https://github.com/pandas-dev/pandas/commit/6498bc1e8a12003640139db4794bd5cd2462c116) as well.