BUG: DatetimeIndex raises AttributeError on win
- [x] 1st issue of  #13721
- [x] tests added / passed
  - passed appveyor (2nd job failure is caused by the same test as #13714)
  - https://ci.appveyor.com/project/sinhrks/pandas-2dhxb/build/1.0.375
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] no whatsnew, as it is a regression caused by #13692.
