DOC: Improve to_datetime() documentation
Returns Object Type Index when Mixed Timezones are used in list-like input to pandas.to_datetime()

- [x] closes #40808 
- [ ] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry
