IO: Fix parquet read from s3 directory
- [x] closes https://github.com/pandas-dev/pandas/issues/26388 
- [x] closes https://github.com/pandas-dev/pandas/issues/27596
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

(Seems to have also fixed the xfailing test in https://github.com/pandas-dev/pandas/issues/33077)

NOTE: lets merge https://github.com/pandas-dev/pandas/pull/33645 first - since that fixes up a crucial bit of error handling around this functionality.