DEP: Remove xlrd as being the default reader for xlsx
- [x] closes #38884
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

One thing I noticed while working on this is that xlrd is in requirements-dev but not environment.yml; not sure if it should be removed from requirements-dev.

cc @jreback @jorisvandenbossche 
dont' we have *any* tests that needed to be changed? (also pls merge master) > One thing I noticed while working on this is that xlrd is in requirements-dev but not environment.yml; not sure if it should be removed from requirements-dev.

requirements-dev is autogenerated from environment.yml so this would be strange (but it appears to be in both); maybe we should sort `requirements-dev.txt` ? Can we add a test that openpyxl is actually being dispatched to as the default? @jreback

> requirements-dev is autogenerated from environment.yml so this would be strange (but it appears to be in both)

Whoops - not sure what I was looking at then :)

@jreback, @WillAyd - tests added. For ExcelFile we can get the engine directly, for pd.read_excel I monkey patched ExcelFile.parser. very nice @rhshadrach 