COMPAT: Python 3.9.8
Please see bpo 20028. https://github.com/python/cpython/pull/28705. 
This breaks our nightlies, but doesn't on regular CI. It should show up pretty soon in regular CI, once the conda-forge folks add it. 
This means unfortuanately that I have no way to test this.
Can someone with with the perms on the MacPython repo please trigger the nightlies manually to see if that fixes the builds after this? Thanks.

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [ ] whatsnew entry

web and docs fail is from master https://github.com/pandas-dev/pandas/pull/44398#issuecomment-968264701 > Can someone with with the perms on the MacPython repo please trigger the nightlies manually to see if that fixes the builds after this? Thanks.

https://github.com/MacPython/pandas-wheels/runs/4201999471 Thanks @lithomas1 