BUG: Don't extract header names if none specified
Closes #11733.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23703?src=pr&el=h1) Report
> Merging [#23703](https://codecov.io/gh/pandas-dev/pandas/pull/23703?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/e413c491e090274aad78489cc17a2e29cbd8e269?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23703/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23703?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #23703   +/-   ##
=======================================
  Coverage   92.24%   92.24%           
=======================================
  Files         161      161           
  Lines       51339    51339           
=======================================
  Hits        47360    47360           
  Misses       3979     3979
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.64% <ø> (ø)` | :arrow_up: |
| #single | `42.34% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23703?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/23703/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `93.68% <0%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23703?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23703?src=pr&el=footer). Last update [e413c49...4d0e2b3](https://codecov.io/gh/pandas-dev/pandas/pull/23703?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 can you merge master.

@chris-b1 can you take a look here Hello @gfyoung! Thanks for updating the PR.

 - There are no PEP8 issues in the file [`pandas/io/excel.py`](https://github.com/gfyoung/pandas/blob/4d0e2b3597bc362c2f4bfb940bb1fdc73f1e0ffc/pandas/io/excel.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/test_excel.py`](https://github.com/gfyoung/pandas/blob/4d0e2b3597bc362c2f4bfb940bb1fdc73f1e0ffc/pandas/tests/io/test_excel.py) !

 @chris-b1 @jreback : Rebased my changes, and all is green.  PTAL. @chris-b1 @jreback : Any further thoughts on this? @gfyoung it looks fine to me, but @chris-b1 should have a look. Just to confirm, since they don't diff - none of the existing cases in the xlsx files were modified?  Assuming no, looks good to me! @chris-b1 : I just added a new test to those Excel files.  None of the existing tabs were modified. 👍  Alright, with three LGTM's, I think this is good to merge now. 🙂 