msgpack reads python 2 string as bytes

[chris-b1]

This maybe is just a doc warning - but caught me by surprise. I would prefer the read_csv behavior, but it would be backwards incompatible.

In [57]: pd.read_csv('path/doesn_exist')
---------------------------------------------------------------------------

IOError: File path/doesn_exist does not exist

In [56]: pd.read_msgpack('path/doesn_exist')
Out[56]: [112, 97, 116, 104, 47, 100, 111, 101, 115, 110, 95, 101, 120, 105, 115, 116]

In [59]: pd.read_msgpack(u'path/doesn_exist')
---------------------------------------------------------------------------
ValueError: path_or_buf needs to be a string file path or file-like

[jreback]

xref #5924

[chris-b1]

Closed in favor of #15296