unpin openpyxl
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

- Follow up from #22601.

- Confirmed with openpyxl this bug was fixed in version 2.5.7 see [bitbucket issue here](https://bitbucket.org/openpyxl/openpyxl/issues/1093/newly-introduced-keyerror-problem-in)

This was release 13th Sept -> https://pypi.org/project/openpyxl/#history

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23361?src=pr&el=h1) Report
> Merging [#23361](https://codecov.io/gh/pandas-dev/pandas/pull/23361?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/b9e2278ef29170b051fe519d7512d0a1f011be49?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23361/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23361?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #23361   +/-   ##
=======================================
  Coverage   92.18%   92.18%           
=======================================
  Files         161      161           
  Lines       51155    51155           
=======================================
  Hits        47157    47157           
  Misses       3998     3998
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.61% <ø> (ø)` | :arrow_up: |
| #single | `42.24% <ø> (ø)` | :arrow_up: |


------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23361?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/23361?src=pr&el=footer). Last update [b9e2278...bb0e9ce](https://codecov.io/gh/pandas-dev/pandas/pull/23361?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 ping - updated as per @jreback comments and now green - thanks @gfyoung too! thanks @alimcmaster1  @jreback this is strange -  this seems to have gone green on Azure despite the fact https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=2029&view=ms.vss-test-web.test-result-details tests seem to be failing on MacOS-35, or am I missing something?

[Previous commit ](https://github.com/pandas-dev/pandas/pull/23060/checks)to master has no mention of these test failures so my commit looks to be the suspect.

This seems to be related:
https://github.com/Microsoft/azure-pipelines-tasks/issues/1268.

Do we want to fail the build if tests fail ( i'm guessing yes ) current behaviour seems to be no? @TomAugspurger thought I would also bring my above comment to your attention. Do you want me to create an issue? Pretty sure we want azure pipeline to fail if tests fail? Yeah, we want the CI status to be failed when the tests fails.

Skimming https://github.com/Microsoft/azure-pipelines-tasks/issues/1268 didn't make sense to me. I suppose we could only publish tests results if there's not a failure?