Update outdated instructions in scripts/generate_pip_deps_from_conda.py #36494
- [x] closes #36494 
- [x] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

PR in response to https://github.com/pandas-dev/pandas/issues/36494 /azp run <samp>
Azure Pipelines successfully started running 1 pipeline(s).<br>

</samp> thanks @sharonwoo 