Add comment and whatsnew entry

Author: ThomasKluiters

doc/source/whatsnew/v0.25.0.rst

@@ -283,6 +283,7 @@ Timezones
 - Bug in :func:`Timestamp.tz_localize` and :func:`Timestamp.tz_convert` does not propagate ``freq`` (:issue:`25241`)
 - Bug in :func:`Series.at` where setting :class:`Timestamp` with timezone raises ``TypeError`` (:issue:`25506`)
 - Bug in :func:`DataFrame.update` when updating with timezone aware data would return timezone naive data (:issue:`25807`)
+- Bug in :func:`Series.apply` failed when the series is a timezone aware datetime index (:issue:`25959`)
 
 Numeric
 ^^^^^^^

pandas/core/series.py

@@ -3687,6 +3687,8 @@ def f(x):
 
         if len(mapped) and isinstance(mapped[0], Series):
             from pandas.core.frame import DataFrame
+            # GH 25959 we don't need to call tolist
+            # if we've been given an ExtensionArray
             if not isinstance(mapped, ExtensionArray):
                 mapped = mapped.tolist()
             return DataFrame(mapped, index=self.index)