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Thanks @TomAugspurger for the link. I think there's generally an issue with the reader and respecting options.
Some historical context - maybe a year and a half ago we only had xlrd as a reader, so it was a non-issue. But we've since added openpyxl, pyxlsb, and odfpy as readers, I think without using machinery similar to the writer side for respecting options.
Certainly could use some review and improvement if @simonm3 something you are interested in
This works fine for an xlsx file:
pd.read_excel(path, engine="openpyxl")
However if i try using set_option then read_excel fails:
ImportError: Missing optional dependency 'xlrd'. Install xlrd >= 1.0.0 for Excel support Use pip or conda to install xlrd.
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