DataFrame (and Series?) constructor ignores request for naive datetime64 dtype when passed datetime64 objects with timezone
I can reproduces this in pandas (development version, 0.24.0+, but not 0.23.4) with this minimal example:

```
import datetime

import pandas as pd
import pytz


dates = [
    datetime.datetime(2019, 1, 1, 12, tzinfo=pytz.utc),
    datetime.datetime(2018, 4, 1, 17, 13, tzinfo=pytz.utc),
]

df = pd.DataFrame({"dates": dates})
print(df.dtypes)

df2 = pd.DataFrame({"dates": dates}, dtype="datetime64[ns]")
print(df2.dtypes)
```

It prints:

```
# df
dates    datetime64[ns, UTC]  <-- I expect this.
dtype: object

# df2
dates    datetime64[ns, UTC]  <-- I didn't expect this.
dtype: object
```

There do appear to be a lot of changes to `datetime64` behavior in the changelog for 0.24.0 http://pandas.pydata.org/pandas-docs/stable/whatsnew/v0.24.0.html so maybe this is intended behavior? Maybe the distinction between `datetime64[ns, UTC]` and `datetime64[ns]` when you pass in an explicit `dtype` shouldn't actually be a meaningful difference?