pd.set_option("io.excel.xlsx.reader", "openpyxl") does not work
This works fine for an xlsx file:

`pd.read_excel(path, engine="openpyxl")`

However if i try using set_option then read_excel fails:
```
pd.set_option("io.excel.xlsx.reader", "openpyxl")
pd.read_excel(path)
```
ImportError: Missing optional dependency 'xlrd'. Install xlrd >= 1.0.0 for Excel support Use pip or conda to install xlrd.