CLN: Remove xlrd < 2.0 code
- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

The minimum version of xlrd was bumped to 2.0.1 in pandas 1.4.0. This is mostly doing some cleanup - removing a FutureWarning that can no longer be hit. The only behavior change here is that when the user specifies `engine="xlrd"` on a non-xls file, we attempt to use the xlrd engine instead of raising directly.

Edit: And we now also warn the user any time xlrd is used.

Thanks @rhshadrach 