BLD: drop `options.package_data` from setup.cfg
- [x] closes #46270
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] N/A Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

@fangchenli it looks like you have a lot of history here
I think you need to trigger the sdist build. 

@lithomas1  > I think you need to trigger the sdist build.

It looks like the sdist build ran? https://github.com/pandas-dev/pandas/runs/5470020092?check_suite_focus=true#step:5:856. There you can see that the `pandas/io/formats/templates/*.tpl` files are all included. Not sure about the `.dll` files, maybe that's what you mean, the windows sdist build needs to get run?

The test failures are unrelated, due to https://github.com/pandas-dev/pandas/pull/46274

 If we wait for #46277 to land then we can manually inspect that this PR does not affect the sdists (at least the linux build on CI) This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. OK, so I downloaded the python 3.9 `sdist` artifacts from the last successful run before this PR (https://github.com/pandas-dev/pandas/actions/runs/2118052199) and from this PR (https://github.com/pandas-dev/pandas/actions/runs/2138906174)

and ran `diff -rq pandas-1.5.0.dev0+660.gb3b5e2a46a pandas-1.5.0.dev0+663.g468ff52b7b` and got:
```
Files pandas-1.5.0.dev0+660.gb3b5e2a46a/MANIFEST.in and pandas-1.5.0.dev0+663.g468ff52b7b/MANIFEST.in differ
Files pandas-1.5.0.dev0+660.gb3b5e2a46a/PKG-INFO and pandas-1.5.0.dev0+663.g468ff52b7b/PKG-INFO differ
Files pandas-1.5.0.dev0+660.gb3b5e2a46a/pandas/_version.py and pandas-1.5.0.dev0+663.g468ff52b7b/pandas/_version.py differ
Files pandas-1.5.0.dev0+660.gb3b5e2a46a/pandas.egg-info/PKG-INFO and pandas-1.5.0.dev0+663.g468ff52b7b/pandas.egg-info/PKG-INFO differ
Files pandas-1.5.0.dev0+660.gb3b5e2a46a/setup.cfg and pandas-1.5.0.dev0+663.g468ff52b7b/setup.cfg differ
```
I checked each of these and they look as expected.

So I think that this doesn't introduce any other changes? @fangchenli any other things to check, or is this good to merge? Thanks! thanks @NickCrews 