Can't initialise DataFrame with ExtensionDtype, but can do so for Series
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd
import pytz

temp = pd.Series([pd.Timestamp("2019-07-19 07:04:57+0100", tz=pytz.FixedOffset(60))])
pd.Series(["2019-06-19 07:04:57"], dtype=temp.dtype)  # works
pd.DataFrame(["2019-06-19 07:04:57"]).astype(temp.dtype)  # works
pd.DataFrame(["2019-06-19 07:04:57"], dtype=temp.dtype)  # fails
```
#### Problem description

I get the following error:
```
ValueError: failed to cast to 'datetime64[ns, pytz.FixedOffset(60)]' (Exception was: data type not understood)
```

#### Expected Output

I would have expected the same output as I got in the first two examples above labelled `#works`.

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

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.4.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-70-generic
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_GB.UTF-8
LOCALE           : en_GB.UTF-8

pandas           : 0.25.3
numpy            : 1.17.4
pytz             : 2019.3
dateutil         : 2.8.0
pip              : 19.3.1
setuptools       : 41.4.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : 7.9.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None


</details>
