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Backport PR #42115 on branch 1.3.x (REGR: DatetimeIndex.intersection #42104) #42154

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Backport PR #42115: REGR: DatetimeIndex.intersection #42104

@lumberbot-app lumberbot-app bot added this to the 1.3 milestone Jun 21, 2021
@lumberbot-app lumberbot-app bot added Frequency DateOffsets Index Related to the Index class or subclasses Regression Functionality that used to work in a prior pandas version setops union, intersection, difference, symmetric_difference Datetime Datetime data dtype labels Jun 21, 2021
@jreback jreback merged commit 62dc098 into pandas-dev:1.3.x Jun 21, 2021
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