TST: openpyxl tests fail if xlrd is not installed
If you run the `tests/io/excel/test_readers.py` with only openpyxl installed, the xlrd tests are skipped, but some of the openpyxl tests still fail on needing xlrd.

eg:
```
____________________________________________________________ TestExcelFileRead.test_read_excel_engine_value[openpyxl-.xlsm-None] _____________________________________________________________

self = <pandas.tests.io.excel.test_readers.TestExcelFileRead object at 0x7fca3bb6d198>, read_ext = '.xlsm', excel_engine = None

    @pytest.mark.parametrize('excel_engine', [
        'xlrd',
        None
    ])
    def test_read_excel_engine_value(self, read_ext, excel_engine):
        # GH 26566
>       xl = ExcelFile("test1" + read_ext, engine=excel_engine)

../excel/test_readers.py:853: 
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 
../../../io/excel/_base.py:791: in __init__
    self._reader = self._engines[engine](self._io)
../../../io/excel/_xlrd.py:21: in __init__
    import_optional_dependency("xlrd", extra=err_msg)
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 

name = 'xlrd', extra = 'Install xlrd >= 1.0.0 for Excel support', raise_on_missing = True, on_version = 'raise'

    def import_optional_dependency(
        name: str,
        extra: str = "",
        raise_on_missing: bool = True,
        on_version: str = "raise",
    ):
        """
        Import an optional dependency.
    
        By default, if a dependency is missing an ImportError with a nice
        message will be raised. If a dependency is present, but too old,
        we raise.
    
        Parameters
        ----------
        name : str
            The module name. This should be top-level only, so that the
            version may be checked.
        extra : str
            Additional text to include in the ImportError message.
        raise_on_missing : bool, default True
            Whether to raise if the optional dependency is not found.
            When False and the module is not present, None is returned.
        on_version : str {'raise', 'warn'}
            What to do when a dependency's version is too old.
    
            * raise : Raise an ImportError
            * warn : Warn that the version is too old. Returns None
            * ignore: Return the module, even if the version is too old.
              It's expected that users validate the version locally when
              using ``on_version="ignore"`` (see. ``io/html.py``)
    
        Returns
        -------
        maybe_module : Optional[ModuleType]
            The imported module, when found and the version is correct.
            None is returned when the package is not found and `raise_on_missing`
            is False, or when the package's version is too old and `on_version`
            is ``'warn'``.
        """
        try:
            module = importlib.import_module(name)
        except ImportError:
            if raise_on_missing:
>               raise ImportError(message.format(name=name, extra=extra)) from None
E               ImportError: Missing optional dependency 'xlrd'. Install xlrd >= 1.0.0 for Excel support Use pip or conda to install xlrd.
```

The actual excel reading (interactively) is not affected, so certainly not a blocking issue.