BUG:Cannot write as xlsx to GCS


#### Code Sample, a copy-pastable example

```python
output_path = f"gs://my_bucket/incidents/prediction/{ds}_incidents_result"
[...]
export_app.to_parquet(f"{output_path}.parquet")
export_app.to_excel(f"{output_path}.xlsx")

```

#### Problem description

I want to write the DF as a `.parquet` and a `.xlsx` file to a GCloud Storage bucket.
I launch the job in a K8S pod and I finally got the error message :

>textPayload: "[Errno 2] No such file or directory: 'gs://my_bucket/incidents/prediction/2020-04-29_incidents_result.xlsx'

Next I change the `to_excel` -> `to_csv` and everything works as expected.

Do the `to_excel` can handle a path as `gs://...` ? Because it's the only issue I can see with that.


#### Output of ``pd.show_versions()``

INSTALLED VERSIONS
 ------------------
commit           : None
python           : 3.7.7.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.14.138+
machine          : x86_64
processor        : 
byteorder        : little
LC_ALL           : C.UTF-8
LANG             : C.UTF-8
LOCALE           : en_US.UTF-8
pandas           : 1.0.3
numpy            : 1.18.1
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 46.1.3.post20200330
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : 0.6.1
lxml.etree       : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : 3.0.3
pandas_gbq       : None
pyarrow          : 0.15.1
pytables         : None
pytest           : None
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : 1.3.0
xlsxwriter       : None
numba            : None
