Remove possibly illegal test data
Much of the test_html data looks like it was saved from real web pages, and not all of them look like the kind that are under a free software license.  (I couldn't actually check because only one of the three identifies the source site, and that site raises a security warning.)

This removes the questionable data, and adds tests that try to do something equivalent on known-free data.

If I am mistaken and these pages are under a free license, please instead document that.

This data was added in:
https://github.com/pandas-dev/pandas/commit/1d573b4421d5ff16fd68ea0cc6c63f5f1c7ebcac computer_sales_page (HP), for MultiIndex header and empty string handling in headers (should give empty not NaN)
https://github.com/pandas-dev/pandas/commit/e22fe1b25d1ff9d5c880f6c35bc91dfab7aa0b84 nyse_wsj, for thousands separator
https://github.com/pandas-dev/pandas/commit/92aa2774ca9aa89d0a2cca011707b80db995df92 macau, for MultiIndex header and thousands separator
Looks like you just need to remove the `Index` import from `pandas/tests/io/test_html.py` From the checks bot:

Check import format using isort
##[error]Skipped 2 files
Check import format using isort DONE
##[error]Process completed with exit code 1.

No other errors, so not sure what that's supposed to mean?

The build bots fail with: Git checkout failed with exit code: 128 @rebecca-palmer you should install the pre-commit hooks to help you on PRs, they automatically do black,isort,mypy, do ``pip instasll pre-commit`` Thanks @rebecca-palmer  @Meeseeksdev backport to 1.0.x

