Panel and DataFrame both with identical DateTimeIndex, cannot set if localized.
The major_axis of a panel is often a DateTimeIndex, and often this DateTimeIndex has a locality set by .tz_localize('UTC') for instance. The same can be said of a DataFrame and its index. If the DataFrame's index and the Panel's major_axis are the same, the DataFrame's values can be inserted into the panel at a specified minor_axis 'label'. 

However, if both the DataFrame's and Panel's DateTimeIndex are localized, then this results in NaN values.

First, I show this works when the DateTimeIndex is not localized.
```python
>>> import pandas as pd
>>> panel = pd.Panel(items=['a','b'], major_axis=pd.DatetimeIndex(['2017-02-09 16:00:00','2017-02-09 17:00:00']))
>>> df = pd.DataFrame(data = [[7,8],[8,7]], index = pd.DatetimeIndex(['2017-02-09 16:00:00','2017-02-09 17:00:00']), columns=['a','b'])
>>> df
                     a  b
2017-02-09 16:00:00  7  8
2017-02-09 17:00:00  8  7
>>> panel.loc[:,:,'df_insert'] = df
>>> panel.loc[:,:,'df_insert']
                     a  b
2017-02-09 16:00:00  7  8
2017-02-09 17:00:00  8  7
```
Now we see the only thing I change is to localize the DateTimeIndex of _both_ to 'UTC'. Now it does not work.

```python
>>> panel = pd.Panel(items=['a','b'], major_axis=pd.DatetimeIndex(['2017-02-09 16:00:00','2017-02-09 17:00:00']).tz_localize('UTC'))
>>> df = pd.DataFrame(data = [[7,8],[8,7]], index = pd.DatetimeIndex(['2017-02-09 16:00:00','2017-02-09 17:00:00']).tz_localize('UTC'), columns=['a','b'])
>>> panel.loc[:,:,'df_insert'] = df
>>> panel.loc[:,:,'df_insert']
                            a   b
2017-02-09 16:00:00+00:00 NaN NaN
2017-02-09 17:00:00+00:00 NaN NaN
```
#### Problem description

The current behavior is a problem because it means panels with a localized DateTimeIndex major_axis cannot be set, and worse, this may happen unexpectedly upon localizing in the middle of code. Also, I'm not sure if it is a more general problem with dataframes, series, etc....hmmm...Dataframe <- Series works. So probably just panels are affected (?).

#### Expected Output

The expected output should be identical to the non-localized case.

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

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.12.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 60 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.19.2
nose: 1.3.7
pip: 9.0.1
setuptools: 33.1.0.post20170122
Cython: 0.25.2
numpy: 1.10.4
scipy: 0.17.1
statsmodels: 0.8.0
xarray: None
IPython: 5.2.2
sphinx: 1.5.2
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2016.10
blosc: None
bottleneck: 1.2.0
tables: 3.3.0
numexpr: 2.6.1
matplotlib: 2.0.0
openpyxl: 2.4.1
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.2
bs4: 4.5.3
html5lib: 0.999
httplib2: None
apiclient: None
sqlalchemy: 1.1.5
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.45.0
pandas_datareader: 0.2.1
</details>
