DEPR: deprecate html.border option
Use display.html.border instead

 - [x] closes #15793 
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master -u -- "*.py" | flake8 --diff``
 - [x] whatsnew entry

lgtm. ping on green. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16970?src=pr&el=h1) Report
> :exclamation: No coverage uploaded for pull request base (`master@2cd85ca`). [Click here to learn what that means](https://docs.codecov.io/docs/error-reference#section-missing-base-commit).
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16970/graphs/tree.svg?width=650&src=pr&token=eZ4WkYLtcO&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16970?src=pr&el=tree)

```diff
@@            Coverage Diff            @@
##             master   #16970   +/-   ##
=========================================
  Coverage          ?   90.97%           
=========================================
  Files             ?      161           
  Lines             ?    49295           
  Branches          ?        0           
=========================================
  Hits              ?    44847           
  Misses            ?     4448           
  Partials          ?        0
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.74% <100%> (?)` | |
| #single | `40.2% <80%> (?)` | |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16970?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/config\_init.py](https://codecov.io/gh/pandas-dev/pandas/pull/16970?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29uZmlnX2luaXQucHk=) | `96.06% <100%> (ø)` | |
| [pandas/io/formats/format.py](https://codecov.io/gh/pandas-dev/pandas/pull/16970?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvZm9ybWF0LnB5) | `96.03% <100%> (ø)` | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16970?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/16970?src=pr&el=footer). Last update [2cd85ca...e7a9225](https://codecov.io/gh/pandas-dev/pandas/pull/16970?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks! Thanks @rdk1024!