CLN: Remove PeriodIndex.tz_convert, tz_localize
- [x] closes #21781 
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

- Removed PeriodIndex.tz_convert and PeriodIndex.tz_localize from PeriodIndex.
- Removed references to those methods in test_tz_convert_and_localize within test_timeseries
- Removed methods from the PeriodIndex class doc and updated whatsnew

test_tz_convert_and_localize also contains a TODO referencing changing the test to use PeriodIndex for a timezone test, which if it is never gaining timezone info should probably be removed. I just wanted to check that this was a good idea before doing it.
