Set urllib3 dependency for tests at < v2.0.0

Author: smlindauer

tox.ini

@@ -51,6 +51,7 @@ deps =
     tests: swat >= 1.8
     tests: kerberos ; platform_system != "Windows" and platform_system != "Darwin"
     tests: xgboost == 0.82
+    tests: urllib3 < 2.0.0
 #    tests: lightgbm ; platform_system != "Darwin"  # lightgmb seems to have build issues on MacOS
 # doc skips install, so explicitly add minimum packages
     doc: sphinx