For TZ-aware DatetimeIndex, `to_series()` drops the timezone unless we pass `keep_tz=True` ``` >>> dti = pd.date_range('1977-04-15', periods=3, freq='MS', tz='US/Hawaii') >>> dti.to_series().to_frame().dtypes 0 datetime64[ns] >>> dti.to_frame().dtypes 0 datetime64[ns, US/Hawaii] ``` IIRC there has been discussion about deprecating the need for `keep_tz`; this should be another reason to do so.