>>> import pickle, pickletools, datetime
>>> len(pickle.dumps([datetime.datetime.utcfromtimestamp(i) for i in range(10000)], 3)) / 10000
30.9283
>>> len(pickle.dumps([datetime.datetime.fromtimestamp(i, datetime.timezone.utc) for i in range(10000)], 3)) / 10000
32.936
>>> len(pickle.dumps([datetime.datetime.utcfromtimestamp(i) for i in range(10000)], 4)) / 10000
19.0074
>>> len(pickle.dumps([datetime.datetime.fromtimestamp(i, datetime.timezone.utc) for i in range(10000)], 4)) / 10000
21.0144

In best case the UTC timezone costs only 2 bytes per datetime instance (BINGET + 1-byte index). In worst case it can cost 5 bytes (LONG_BINGET + 4-bytes index). Saving few bytes for single timezone instance has significant effect only for small pickled data. But in this case it is more advantageous to save a datetime just as a timestamp. I suggest to close this issue.