BUG: Excel writer doesn't handle "cols" option correctly

[jmcnamara]

This is an issue that I introduced when fixing #5235.

The cols option in to_excel no longer works correctly after the fix for the above issue. For example:

import pandas as pd

df = pd.DataFrame({'A': ['a', 'a', 'a'],
                   'B': ['b', 'b', 'b']})

df.to_excel('frame.xlsx', sheet_name='Sheet1', cols=['B', 'A'])

Gives:

Note, the headers are changed but not the column data.

I have a proposed fix and test for this. Should I create a new branch/PR or merge it into the Excel MultiIndex PR: #5423

[jtratner]

If this is small, might want to do it separately so it can be merged before MI PR.