DEPR: xlwt for writing excel files
- [x] closes #26552
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Deprecates both specifying `engine="xlwt"` and the option `io.excel.xls.writer`. Note that a warning is emitted when a user sets the `io.excel.xls.writer` option, but not via the context manager. Whatsnew now reads:

![image](https://user-images.githubusercontent.com/45562402/101409318-bd371980-38ab-11eb-80f4-f64afc259438.png)


looks ok to me (ex text comments). ping when revised. Thanks @jorisvandenbossche and @jreback, changes made. I also updated the screenshot in the OP.