### - [X] I have checked that this issue has not already been reported. - [X] I have confirmed this bug exists on the [latest version](https://pandas.pydata.org/docs/whatsnew/index.html) of pandas. - [X] I have confirmed this bug exists on the master branch of pandas. ### Reproducible Example ```python https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=68369&view=logs&j=915dbb23-6529-54ae-059d-ec0b59ba10e8&t=86b091c2-17fe-52fe-2454-5f56a371e155&l=2889 ``` ### Issue Description Looks like it tries to construct the dtype and raises an ImportError ### Expected Behavior False ### Installed Versions <details> Replace this line with the output of pd.show_versions() </details>