ENH: Add support to `read_json` to encode character escape hex codes to utf-8 characters
- [X] I have checked that this issue has not already been reported.
- [X] I have confirmed this bug exists on the latest version of pandas.
- [X] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample

```python
import pandas as pd

# S3 (REQUIRES s3fs)
json_df = pd.read_json("s3://public-r-data/ghcran.json")

# URL (NO REQUIREMENT)
json_df = pd.read_json("http://public-r-data.s3-website-us-east-1.amazonaws.com/ghcran.json")

json_df.loc[884, "Title"]
# Misc Functions of Eduard Sz<c3><b6>cs

json_df.loc[213, "Author"]
# Kirill M<c3><bc>ller [aut, cre]

json_df.loc[336, "Maintainer"]
# H<c3><a9>l<c3><a8>ne Morlon <morlon@biologie.ens.fr>
```

#### Problem description

All UTF-8 encoding should render to their true character form and not hex code representation. Users need reliability in text value consistency from json format to pandas containers. Looking at some source code, IO JSON appears to use the `ujson` C extension which may be causing above behavior. I posted [same question](https://stackoverflow.com/q/67561276/1422451) on StackOverflow with an interesting workaround answer.

For reference see https://www.utf8-chartable.de/ for table of hex codes and corresponding characters. For c2-c9 codes, use drop down values: `U+0000 ... U+007F: Basic Latin`, `U+0080 ... U+00FF: Latin-1 Supplement`, `U+0100 ... U+017F: Latin Extended-A`, `U+0180 ... U+024F: Latin Extended-B`.

#### Expected Output

All angle bracketed hex codes rendered to true accent or diatric characters.

```python
json_df.loc[884, "Title"]
# Misc Functions of Eduard Szöcs

json_df.loc[213, "Author"]
# Kirill Müller [aut, cre]

json_df.loc[336, "Maintainer"]
# Hélène Morlon <morlon@biologie.ens.fr>
```

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : fa3dbc117f58fdcb615144529d17c5dbfcdcb082
python           : 3.9.2.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.8.0-50-generic
Version          : #56~20.04.1-Ubuntu SMP Mon Apr 12 21:46:35 UTC 2021
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.3.0.dev0+1672.gfa3dbc117f
numpy            : 1.20.2
pytz             : 2021.1
dateutil         : 2.8.1
pip              : 21.1.1
setuptools       : 49.6.0.post20210108
Cython           : 0.29.23
pytest           : 6.2.3
hypothesis       : 6.10.1
sphinx           : 3.5.4
blosc            : None
feather          : None
xlsxwriter       : 1.4.0
lxml.etree       : 4.6.3
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.3
IPython          : 7.23.0
pandas_datareader: None
bs4              : 4.9.3
bottleneck       : 1.3.2
fsspec           : 2021.04.0
fastparquet      : 0.5.0
gcsfs            : 2021.04.0
matplotlib       : 3.4.1
numexpr          : 2.7.3
odfpy            : None
openpyxl         : 3.0.7
pandas_gbq       : None
pyarrow          : 4.0.0
pyxlsb           : None
s3fs             : 2021.04.0
scipy            : 1.6.3
sqlalchemy       : 1.4.12
tables           : 3.6.1
tabulate         : 0.8.9
xarray           : 0.17.0
xlrd             : 2.0.1
xlwt             : 1.3.0
numba            : 0.53.1


</details>
