BUG: dtype not working with datetime64
- [x] I have checked that this issue has not already been reported.
Root cause of issue #32802 might be the trouble I report here.

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

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

```python
import pandas as pd
import numpy as np
# Trouble 1 with Serie (same with DataFrame)
# Working with dtype int64
df = pd.DataFrame(columns=['First'],dtype=np.int64)
df['First']
```
```python
Series([], Name: First, dtype: int64)
```
```python
# Not working with dtype datetime64
df = pd.DataFrame(columns=['First'],dtype=np.datetime64)
df['First']
```
```python
Series([], Name: First, dtype: object)
```
```python
# Trouble 2 with Serie (works with DataFrame)
# Try to use 'astype' as a workaround
df = df.astype({'First':np.datetime64})
df['First']
```
```python
ValueError: The 'datetime64' dtype has no unit.
            Please pass in 'datetime64[ns]' instead.
```
But then:
```python
df = df.astype({'First':np.datetime64[ns]})
```
```python
NameError: name 'ns' is not defined
```
And if you are lucky enough to have a DataFrame (hence with several columns), here the workaround works.
```python
df = pd.DataFrame(columns=['First','Last'])
df = df.astype({'First':np.datetime64,'Last':np.datetime64})
df.loc[:,'First']
```
```python
Series([], Name: First, dtype: datetime64[ns])
```
Yeah baby! :)

#### Expected Output
```python
Series([], Name: First, dtype: datetime64[ns])
```

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

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.6.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.3.0-59-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : fr_FR.UTF-8
LOCALE           : fr_FR.UTF-8

pandas           : 1.0.5
numpy            : 1.16.3
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 46.2.0.post20200511
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : 3.0.3
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.13.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : 0.3.3
gcsfs            : None
lxml.etree       : None
matplotlib       : 3.0.3
numexpr          : 2.7.1
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : 0.16.0
pytables         : None
pytest           : None
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : None
tables           : 3.6.1
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None
numba            : 0.48.0

</details>
