DataFrame constructor doesn't always upconvert datetime
```
import pandas as pd
ind = pd.date_range(start="2000-01-01", freq="D", periods=10)
datetimes = [ts.to_pydatetime() for ts in ind]
dates = [ts.date() for ts in ind]

df = pd.DataFrame({'datetimes': datetimes, 'dates':dates})
df.dtypes
# datetimes : object
# dates: object
```

Seems to be an issue with having another object dtype in the constructor. In this case dates.
