CLN GH22875 Replace bare excepts by explicit excepts in pandas/io/
- [X] closes #22875
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This is a resubmit of a previous PR I submitted that was approved (#22916). I tried to close and reopen to get a rebuild on travis but I couldn't reopen it because I had deleted my old fork (after accidentally pushing to master).