ERR: include original error message for missing required dependencies
closes #23868

Resubmit of PR #26665, which was merged in a bit too eagerly!

Change to test hopefully avoids recursion, although like others, it doesn't reproduce locally for me.

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26685?src=pr&el=h1) Report
> Merging [#26685](https://codecov.io/gh/pandas-dev/pandas/pull/26685?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/891a419a5155e6b42c0696a81cf853b6f3febbf7?src=pr&el=desc) will **decrease** coverage by `50.11%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26685/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26685?src=pr&el=tree)

```diff
@@             Coverage Diff             @@
##           master   #26685       +/-   ##
===========================================
- Coverage   91.87%   41.76%   -50.12%     
===========================================
  Files         174      174               
  Lines       50661    50661               
===========================================
- Hits        46547    21157    -25390     
- Misses       4114    29504    +25390
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `41.76% <ø> (-0.11%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26685?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-99.37%)` | :arrow_down: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `0% <0%> (-91.16%)` | :arrow_down: |
| [pandas/io/sas/sas\_xport.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfeHBvcnQucHk=) | `0% <0%> (-90.1%)` | :arrow_down: |
| [pandas/core/sparse/scipy\_sparse.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3BhcnNlL3NjaXB5X3NwYXJzZS5weQ==) | `10.14% <0%> (-89.86%)` | :arrow_down: |
| [pandas/core/tools/numeric.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvdG9vbHMvbnVtZXJpYy5weQ==) | `10.14% <0%> (-89.86%)` | :arrow_down: |
| ... and [128 more](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26685?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/26685?src=pr&el=footer). Last update [891a419...9556fca](https://codecov.io/gh/pandas-dev/pandas/pull/26685?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26685?src=pr&el=h1) Report
> Merging [#26685](https://codecov.io/gh/pandas-dev/pandas/pull/26685?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/157a4e35d25cafdca2fbc48ccda2c14eb7f25bcb?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26685/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26685?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26685      +/-   ##
==========================================
- Coverage   91.72%   91.71%   -0.01%     
==========================================
  Files         178      178              
  Lines       50779    50779              
==========================================
- Hits        46578    46574       -4     
- Misses       4201     4205       +4
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.31% <ø> (ø)` | :arrow_up: |
| #single | `41.19% <ø> (-0.09%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26685?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `78.94% <0%> (-10.53%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26685/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.88% <0%> (-0.12%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26685?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/26685?src=pr&el=footer). Last update [157a4e3...014275a](https://codecov.io/gh/pandas-dev/pandas/pull/26685?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Some errors in the CI, can you have a look? Let us know if you have questions. Hello @DanielFEvans! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:

* In the file [`pandas/__init__.py`](https://github.com/pandas-dev/pandas/blob/014275a1613b7ebff0ba005facc9d1a1399073bd/pandas/__init__.py):

> [Line 16:80](https://github.com/pandas-dev/pandas/blob/014275a1613b7ebff0ba005facc9d1a1399073bd/pandas/__init__.py#L16): [E501](https://duckduckgo.com/?q=pep8%20E501) line too long (100 > 79 characters)





##### Comment last updated at 2019-06-11 07:37:36 UTC @jreback - All green and good to go. looks good, can you merge master and ping on green. Second try ;)

Thanks @DanielFEvans !