REGR: fix read_sql delegation for queries on MySQL/pymysql
Closes #24988, see discussion there regarding lack of test.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=h1) Report
> Merging [#25024](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/5d1e6337aedd2e6fc15a3efddc896bbba894b892?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25024/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25024      +/-   ##
==========================================
+ Coverage   92.38%   92.38%   +<.01%     
==========================================
  Files         166      166              
  Lines       52401    52401              
==========================================
+ Hits        48409    48410       +1     
+ Misses       3992     3991       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.8% <ø> (ø)` | :arrow_up: |
| #single | `42.87% <ø> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25024/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `88.13% <0%> (+0.09%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=footer). Last update [5d1e633...94b9dd6](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=h1) Report
> Merging [#25024](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/5d1e6337aedd2e6fc15a3efddc896bbba894b892?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25024/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25024      +/-   ##
==========================================
+ Coverage   92.38%   92.38%   +<.01%     
==========================================
  Files         166      166              
  Lines       52401    52401              
==========================================
+ Hits        48409    48410       +1     
+ Misses       3992     3991       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.8% <ø> (ø)` | :arrow_up: |
| #single | `42.87% <ø> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25024/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `88.13% <0%> (+0.09%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=footer). Last update [5d1e633...94b9dd6](https://codecov.io/gh/pandas-dev/pandas/pull/25024?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 I am going to merge this one in some time, even without explicit confirmation that it fixed the problem (but it should). It is basically returning to how it always has been before (the bare except), so shouldn't cause any harm.