Bug: exporting data frames to excel using xlsxwriter with option cons…
…tant_memory set to true, most of the cells are empty. Now raises NotImlementedError. #15392

- [x] closes #15392
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry
