REGR: Index.union should pick correct dtype for combinations of tstamps with different tzones
Here's a pdb session showing the issue:

```python
ipdb> basei
DatetimeIndex(['2017-10-28 23:00:00+00:00', '2017-10-29 00:00:00+00:00',
               '2017-10-29 01:00:00+00:00', '2017-10-29 02:00:00+00:00'],
              dtype='datetime64[ns, UTC]', freq=None)
ipdb> diffi
DatetimeIndex(['2017-10-29 02:00:00+01:00', '2017-10-29 03:00:00+01:00',
               '2017-10-29 04:00:00+01:00', '2017-10-29 05:00:00+01:00'],
              dtype='datetime64[ns, Europe/Paris]', freq=None)
ipdb> basei.union(diffi)
Index([2017-10-28 23:00:00+00:00, 2017-10-29 00:00:00+00:00,
       2017-10-29 01:00:00+00:00, 2017-10-29 02:00:00+00:00,
       2017-10-29 04:00:00+01:00, 2017-10-29 05:00:00+01:00],
      dtype='object')

```
With pandas 0.24 I got back an index with a `dtype='datetime64[ns, UTC]'`

This looks a bit like a cousin of https://github.com/pandas-dev/pandas/issues/26778
