BUG: parase_dates column is in dataframe (#31251)
- [ ] closes #31251 
- [ ] add test_missing_column in pandas/tests/io/parser/test_parse_dates.py
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

I had made a mistake on trying to resolve conflict. will have to open a new PR. My way around this kind of thing is:
```
git fetch upstream
git rebase upstream/master
```

But it's not a good practice because you'll need to force-push it

```
git push origin branch-name --force
``` @MomIsBestFriend  I think I messed up again and got the same problem in #31815.  @sathyz I reccomend you to read [this](https://datapythonista.me/blog/useful-git-commands.html), which is a blog written by @datapythonista 