BUG: shows correct package name when import_optional_dependency is ca…
…lled. fixes #35948

- [x] closes #35948
- [x] tests added / passed
- [x] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

lgtm ping on green @jreback All checks are green! @jreback Could you please help me to figure out why the Travis CI build is failing? The test that seems to be failing is pandas/tests/io/test_gcs.py::test_to_csv_compression_encoding_gcs, but due to an assertion error unrelated to my commit. This test was added in via commit 361166f86da1a665a1b5808e0935c28f8cf56d34 I've restarted travis to see if failure persists. will be merging and backporting if green @simonjayhawkins The Travis CI build passed this time. Thanks for your help. Thanks @hs2361  @meeseeksdev backport 1.1.x Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
$ git checkout 1.1.x
$ git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
$ git cherry-pick -m1 b9a97691de3e85771d84e786ff40351260a5cfcc
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
$ git commit -am 'Backport PR #36134: BUG: shows correct package name when import_optional_dependency is ca…'
```

4. Push to a named branch :

```
git push YOURFORK 1.1.x:auto-backport-of-pr-36134-on-1.1.x
```

5. Create a PR against branch 1.1.x, I would have named this PR:

> "Backport PR #36134 on branch 1.1.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 maybe due to release notes out of sync https://github.com/pandas-dev/pandas/issues/35831#issuecomment-688174481

i'll resolve that and then see if the backport can be triggered a second time. @meeseeksdev backport 1.1.x @meeseeksdev backport 1.1.x

