BUG: pandas.DataFrame.index.map() works differently if debugpy debugger is attached
### 

- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the [latest version](https://pandas.pydata.org/docs/whatsnew/index.html) of pandas.

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


### Reproducible Example

```python
import pandas as pd


def map_func(dt):
    if dt.month <= 2:
        return dt.year + dt.month - 1
    return dt.year + dt.month


dict = {
    "Name": ["Tom", "Joseph"],
    "Date": ["2021-10-01", "2021-11-01"],
}
df = pd.DataFrame(dict)
df = df.set_index("Date")
df.index = pd.to_datetime(df.index)
print(f"Result: {df.index.map(map_func)}")
```


### Issue Description

Running the attached program in debugpy debugger produces different results than if I run it plainly.

Running it plainly with `/usr/bin/env /usr/bin/python3.9 test.py` produces output as expected:
`Result: Int64Index([2031, 2032], dtype='int64', name='Date')`

Running it in debugpy with: 
`cd $USER/test_error ; /usr/bin/env /usr/bin/python3.9 $USER/.vscode/extensions/ms-python.python-2021.10.1317843341/pythonFiles/lib/python/debugpy/launcher 37319 -- $USER/test_error/test.py`
produces a crash on line 5. For some reason dt.month is the full index:
`DatetimeIndex(['2021-10-01', '2021-11-01'], dtype='datetime64[ns]', name='Date', freq=None)`
and not only a single date. 

Note that the debugpy command above is the auto generated command when using the VS code debugger (Run -> Start Debugging, or F5). Note that it also assumes that you are in the '$USER/test_error' directory.

VS code version is 1.61.0 and Python extension version is v2021.10.1317843341.

I'm posting it here, but I'm not sure if it's a pandas, debugger or python issue. 

### Expected Behavior

No crash when running in debugpy, or at least the same result

### Installed Versions


INSTALLED VERSIONS
------------------
commit           : 73c68257545b5f8530b7044f56647bd2db92e2ba
python           : 3.9.6.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.11.0-37-generic
Version          : #41~20.04.2-Ubuntu SMP Fri Sep 24 09:06:38 UTC 2021
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.3.3
numpy            : 1.21.2
pytz             : 2021.3
dateutil         : 2.8.2
pip              : 21.2.4
setuptools       : 58.2.0
Cython           : 0.29.24
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : 3.0.1
lxml.etree       : 4.6.3
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 3.0.2
IPython          : None
pandas_datareader: None
bs4              : 4.10.0
bottleneck       : 1.3.2
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.4.3
numexpr          : 2.7.3
odfpy            : None
openpyxl         : 3.0.9
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : 1.7.1
sqlalchemy       : None
tables           : 3.6.1
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None
None