DEP: Remove xlrd as being the default reader for xlsx
- [x] closes #38884
- [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
- [x] whatsnew entry

One thing I noticed while working on this is that xlrd is in requirements-dev but not environment.yml; not sure if it should be removed from requirements-dev.

cc @jreback @jorisvandenbossche 