CNL: remove the io.data and io.wb modules 
Closes #13724

@jorisvandenbossche ok lgtm (and fine to have error on both).
 whoo hoo!
 @jorisvandenbossche : any reason why we just didn't add `pandas-datareader` as a dependency and do a `try-except` block with `import pandas-datareader`?  I ask because in the <a href="https://github.com/pydata/pandas-datareader/blob/master/README.rst">README</a> for `pandas-datareader`, it seems to imply that `pandas` should be dependent on `pandas-datareader` by now.
 the dependency is the other way
u can submit a PR to pandas-datareader if you want to change the wording
 @jreback : fair enough, but I still don't get why we didn't do `try-except` with `pandas-datareader`, or rather, why we even have these files (`wb.py` and `data.py`) at all in the `pandas` library still.
 they raise a more helpful message 
 @jreback : Ah, so we're helping people with transitioning from `io.data` to `pandas-datareader`?
 of course - 
 Hmm, didn't see that in the readme of pandas-datareader (and it's not how it is phrased in the pandas docs). Anyway, I see that your PR over there has already been merged. 
As I said in the issue https://github.com/pydata/pandas/issues/13724, there was some unresolved discussion about this at the time we deprecated it and created pandas-datareader (I think @hayd was in favor of doing it like you say).  

Keeping the file with the custom import error is indeed to have a more helpful error for transitioning to pandas-datareader.
