API: DatetimeIndex.asobject raises ValueError when contains NaT
Related to #7485.

Currently, `DatetimeIndex.asobject` raises `ValueError` when it contains `NaT`, otherwise `PeriodIndex` doesn't inconsistently.

I think these should work the same way, and would like to confirm `PeriodIndex` should raise `ValueError`, or `DatetimeIndex.asobject` allows `NaT`. There may be historical reason, but I'm not sure why `DatetimeIndex` raises `ValueError` even though we can create object-dtype `Index` containning `NaT`

```
didx = pd.DatetimeIndex([datetime.datetime(2014, 1, 1), pd.NaT])
didx.asobject
# ValueError: DatetimeIndex with NaT cannot be converted to object

pidx = pd.PeriodIndex(['2014-01', 'NaT'], freq='M')
pidx.asobject
# Index([2014-01, NaT], dtype='object')
```
