BUG: read_exel() using inexistent "sheet_name" should throw an error

[buhtz]

Pandas version checks

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• I have confirmed this bug exists on the [main branch] (https://pandas.pydata.org/docs/dev/getting_started/install.html#installing-the-development-version-of-pandas) of pandas.

Reproducible Example

pandas.read_excel(fp, sheet_name="i_dont_exist")

Issue Description

When doing pandas.read_excel(fp, sheet_name="i_dont_exist") with a sheet name that is not in the exel file the result is an empty data frame.

Expected Behavior

But there should be an error or FileNotFound exception.

Installed Versions

pandas.show_versions()
[DEBUG] matplotlib data path: C:\Users\buhtzch\AppData\Roaming\Python\Python310\site-packages\matplotlib\mpl-data
[DEBUG] CONFIGDIR=C:\Users\buhtzch.matplotlib
[DEBUG] interactive is False
[DEBUG] platform is win32

INSTALLED VERSIONS

commit : 8dab54d
python : 3.10.2.final.0
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.19043
machine : AMD64
processor : Intel64 Family 6 Model 140 Stepping 1, GenuineIntel
byteorder : little
LC_ALL : None
LANG : None
LOCALE : de_DE.cp1252

pandas : 1.5.2
numpy : 1.23.5
pytz : 2022.6
dateutil : 2.8.2
setuptools : 58.1.0
pip : 22.3.1
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : 4.9.2
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.1.2
IPython : None
pandas_datareader: None
bs4 : None
bottleneck : None
brotli : None
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : 3.6.2
numba : None
numexpr : None
odfpy : None
openpyxl : 3.0.10
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : 1.9.3
snappy : None
sqlalchemy : None
tables : None
tabulate : 0.9.0
xarray : None
xlrd : None
xlwt : None
zstandard : None
tzdata : 2022.7

[dicristina]

I cannot reproduce this with openpyxl nor with xlrd. I always get ValueError when sheet_name is not one of the sheets of the file.

INSTALLED VERSIONS

commit : 8dab54d
python : 3.10.6.final.0
python-bits : 64
OS : Linux
OS-release : 5.15.0-25-generic
Version : #25-Ubuntu SMP Wed Mar 30 15:54:22 UTC 2022
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8

pandas : 1.5.2
numpy : 1.24.1
pytz : 2022.7
dateutil : 2.8.2
setuptools : 59.6.0
pip : 22.0.2
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : 3.0.2
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.1.2
IPython : 8.7.0
pandas_datareader: None
bs4 : 4.11.1
bottleneck : None
brotli : None
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : 3.6.2
numba : None
numexpr : None
odfpy : None
openpyxl : 3.0.10
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : None
snappy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : 2.0.1
xlwt : None
zstandard : None
tzdata : None