compat: catch dateutil ParserError (#45438)

Author: jbrockmendel

pandas/core/dtypes/cast.py

@@ -20,6 +20,7 @@
 )
 import warnings
 
+from dateutil.parser import ParserError
 import numpy as np
 
 from pandas._libs import lib
@@ -1336,9 +1337,8 @@ def maybe_cast_to_datetime(
                             value = dta.tz_localize("UTC").tz_convert(dtype.tz)
                 except OutOfBoundsDatetime:
                     raise
-                except ValueError:
-                    # TODO(GH#40048): only catch dateutil's ParserError
-                    #  once we can reliably import it in all supported versions
+                except ParserError:
+                    # Note: this is dateutil's ParserError, not ours.
                     pass
 
         elif getattr(vdtype, "kind", None) in ["m", "M"]: