Remove exploded variable
- [x] closes #34934
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

@TomAugspurger would you mind to trigger a rerun here as well? Btw, I'm not sure why my commits of the other branch are shown here..
 > Btw, I'm not sure why my commits of the other branch are shown here..

This is probably because you created this new branch from the other one. In general, I usually do
```
git checkout -b <new-pr-branch>
git fetch upstream master
git reset --hard upstream/master
```
before starting to work on a new PR to make sure this doesn't happen

> would you mind to trigger a rerun here as well?

If you rebase onto upstream/master, drop the unrelated commits, and force push, it should re-run @MarcoGorelli I created a new PR, because this branche was messed up. I will close this one, see: https://github.com/pandas-dev/pandas/pull/34949