API: DatetimeIndex.strftime should return an Index
``Index.strftime`` should be returning an ``Index`` and not an array, we do this for other accessors. see https://github.com/pandas-dev/pandas/pull/20103/files#r173622263



```
In [6]: pd.date_range('20130101',periods=3).hour
Out[6]: Int64Index([0, 0, 0], dtype='int64')

In [7]: pd.date_range('20130101',periods=3).strftime('%Y%m%d')
Out[7]: array(['20130101', '20130102', '20130103'], dtype='<U8')
```