DOC: Minor fixes in the IO user guide
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

Removes a comment on unsupported ``engine='python'`` (added in #14295) in the io user guide (text now in sync with API reference); Additional minor formatting fixes
Thanks @SandroCasagrande 