BUG: read_excel with openpyxl and missing dimension
- [x] closes #38956
- [x] closes #39001
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

Targeted for 1.2.2 because this resolves an issue that occurs from the change of default engine from xlrd to openpyxl in 1.2.