Replace deprecated BadZipfile with BadZipFile
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

---

`BadZipfile` (with a small `f`) has been deprecated since Python 3.2, use `BadZipFile` (big `F`) instead, added in 3.2.

* https://docs.python.org/3/library/zipfile.html#zipfile.BadZipfile
* https://github.com/python/cpython/issues/86437

Does this need a news entry?
This should be fine, since it's just in the tests.

Thanks @hugovk.