ENH: Default Excel engine only compatible with XLS files -> replace by new one

[dalonsoa]

Is your feature request related to a problem?

With the release of xlrd 2.0.0 the last 11th of December, they drop support for any file format except the (very old) XLS. As this is the default Excel engine for Pandas, it is likely there will be a cascade of complains popping up very soon.

Describe the solution you'd like

Replace the default xlrd engine by another engine compatible with modern file formats, maybe openpyxl.

API breaking implications

Shouldn't have any... I think.

Describe alternatives you've considered

There is a bunch of other possible alternative engines: http://www.python-excel.org

Additional context

None

[asishm]

duplicate of #38424