REGR: ExcelWriter fails when passed kwargs
- [x] closes #42286
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them

Seeing some open resource test failure in excel writer, but not sure why. Checking if they occur on CI too.

Before this PR, I didn't notice that only xlsxwriter actually utilizes the kwargs/engine_kwargs. This makes the non-xlsxwriter tests slightly awkward - we pass the kwargs and just make sure the call to ExcelWriter doesn't fail because I don't see anything else to check.
The open resource failures were from `test_kwargs_deprecated`, which is an invalid test. The try-except in that test catching the TypeError, which was supposed to be raised due to the invalid kwarg, was instead covering up this regression. The fix for the regression in this PR then made the test in question fail when creating the workbook for xlsxwriter, leading to the open resource error.

The fix for this is to break up the test for each engine, supplying valid kwargs (particularly, for xlsxwriter). Since this was already done in this PR, I've simply removed the invalid test. thanks @rhshadrach very nice. is there an issue to remove this for 1.4? @meeseeksdev backport 1.3.x Something went wrong ... Please have  a look at my logs. > is there an issue to remove this for 1.4?

For 2.0 - yes, it's part of #30228