COMPAT: broken pickle compat from 0.19.2 -> 0.20.2 for UTC tz's
```
In [1]: pd.__version__
Out[1]: '0.19.2'

In [3]: df = pd.DataFrame({'A': [1, 2, 3]}, index=pd.date_range('20130101', periods=3, tz='UTC'))

In [4]: df.to_pickle('v0.19.2.pkl')
```

broken in 0.20.1/2
```
In [2]: pd.read_pickle('../v0.19.2.pkl')
IndexError: tuple index out of range
```

works fine for tz-aware but non-UTC (e.g. US/Eastern is fine).
