Building on D.A.'s suggestion that "the only way to do what you want is to modify the underlying data" and using numpy to modify the underlying data...
This works for me, and is pretty fast:
def tz_to_naive(datetime_index):
"""Converts a tz-aware DatetimeIndex into a tz-naive DatetimeIndex,
effectively baking the timezone into the internal representation.
Parameters
----------
datetime_index : pandas.DatetimeIndex, tz-aware
Returns
-------
pandas.DatetimeIndex, tz-naive
"""
# Calculate timezone offset relative to UTC
timestamp = datetime_index[0]
tz_offset = (timestamp.replace(tzinfo=None) -
timestamp.tz_convert('UTC').replace(tzinfo=None))
tz_offset_td64 = np.timedelta64(tz_offset)
# Now convert to naive DatetimeIndex
return pd.DatetimeIndex(datetime_index.values + tz_offset_td64)