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MacPython/pandas-wheels wheel builds failing #33210

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@TomAugspurger

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@TomAugspurger

This affects the linux builds, both py37 and py38, 32 or 64-bit.

https://dev.azure.com/pandas-dev/pandas-wheels/_build/results?buildId=30996&view=logs&j=517fe804-fa30-5dc2-1413-330699242c05&t=2e128ad5-2f7f-5333-3f34-c85b8fbc7250&l=1216

=================================== FAILURES ===================================
__________________________ test_no_permission[c_high] __________________________
[gw1] linux -- Python 3.7.0 /venv/bin/python

            with pytest.raises(PermissionError, match=msg) as e:
>               parser.read_csv(path)

/venv/lib/python3.7/site-packages/pandas/tests/io/parser/test_common.py:978: 
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 
/venv/lib/python3.7/site-packages/pandas/tests/io/parser/conftest.py:22: in read_csv
    return read_csv(*args, **kwargs)
/venv/lib/python3.7/site-packages/pandas/io/parsers.py:676: in parser_f
    return _read(filepath_or_buffer, kwds)
/venv/lib/python3.7/site-packages/pandas/io/parsers.py:449: in _read
    parser = TextFileReader(fp_or_buf, **kwds)
/venv/lib/python3.7/site-packages/pandas/io/parsers.py:880: in __init__
    self._make_engine(self.engine)
/venv/lib/python3.7/site-packages/pandas/io/parsers.py:1112: in _make_engine
    self._engine = CParserWrapper(self.f, **self.options)
/venv/lib/python3.7/site-packages/pandas/io/parsers.py:1935: in __init__
    self._reader = parsers.TextReader(src, **kwds)
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 

>   ???
E   pandas.errors.EmptyDataError: No columns to parse from file

pandas/_libs/parsers.pyx:532: EmptyDataError

Looks to be from #32839

cc @gfyoung @roberthdevries

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