BUG: pivot broken on the latest version 1.1.0
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

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

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example

```python
# Your code here
import pandas as pd
from datetime import datetime
df = pd.DataFrame.from_records([{"date": datetime(2016, 3, 2), "col1": 1, "col2": 2}], index=["date"])
df.pivot(index=df.index, columns="col1")
```

#### Problem description
The exmple code raise a `KeyError`:

```python
KeyError: "None of [Timestamp('2016-03-02 00:00:00')] are in the columns"
```

It works on version `1.0.5`

#### Expected Output
The output is something like this in version `1.0.5`
![图片](https://user-images.githubusercontent.com/22256154/90483254-09c4e080-e167-11ea-8eb3-ce4aabef3c25.png)

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

<details>

INSTALLED VERSIONS
------------------
commit           : d9fff2792bf16178d4e450fe7384244e50635733
python           : 3.7.7.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.4.0
Version          : Darwin Kernel Version 19.4.0: Wed Mar  4 22:28:40 PST 2020; root:xnu-6153.101.6~15/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : zh_CN.UTF-8
LOCALE           : zh_CN.UTF-8

pandas           : 1.1.0
numpy            : 1.19.0
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.1.1
setuptools       : 47.3.0.post20200616
Cython           : None
pytest           : 5.4.3
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : 0.10.0
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.12.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.2.2
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : 1.3.18
tables           : None
tabulate         : 0.8.7
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>
