TYP/CLN: cleanup `_openpyxl.py`, add type annotation #36021
- [x] closes #36021
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`


@VirosaLi to fix the import errors, use quotes around the type (or can use `from __future__ import annotations` if #36034 approved. )