Deprecation Warning: The Connection.run_callable() method is deprecated
- [x] I have checked that this issue has not already been reported.
(I tried searching all issues for SADeprecationWarning but didn't find this particular issue)

- [x] I have confirmed this bug exists on the latest version of pandas.
We pin to: `"pandas>=1.2.0, <2.0.0"`

- [x] (optional) I have confirmed this bug exists on the master branch of pandas.
Yes it's on master: https://github.com/pandas-dev/pandas/blob/master/pandas/io/sql.py#L1644
---

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

It is hard to show a pastable example because it relies on a connection to a database. Basically any usage of:
```
with get_engine(dbname).connect() as conn:
      df = pd.read_sql(stmt, conn, **kwargs)
      return df
```

Note that the code surrounding pandas is using a context manager (conn)

#### Problem description

It reports:

```
  /Users/tommycarpenter/Development/python-indexapi/.tox/py37/lib/python3.7/site-packages/pandas/io/sql.py:1430: SADeprecationWarning: The Connection.run_callable() method is deprecated and will be removed in a future release.  Invoke the callable function directly, passing the Connection. (deprecated since: 1.4)
    self.connectable.dialect.has_table, name, schema or self.meta.schema
```

Looking at that file, at that line, shows:

```
# pandas/io/sql.py

    def has_table(self, name, schema=None):
        return self.connectable.run_callable(
            self.connectable.dialect.has_table, name, schema or self.meta.schema
        )
```

Which is a different line number than master, bnut its still there on master: https://github.com/pandas-dev/pandas/blob/master/pandas/io/sql.py#L1644
