Don't use xlrd for xlsx files
Since the latest release of `xlrd` (2.0), the support for xlsx files stopped.
Therefore we needed to use something else.
A good alternative is `openpyxl` which has also an integration with pandas si we can still call `pd.read_excel`.

I left the unused import of `openpyxl` in the dataset scripts to show users that this is a required dependency to use the scripts.

I tested the different datasets using `datasets-cli test` and the tests are successful (no missing examples).