[build] Exclude `requests` from `py2exe` (#9982)

Authored by: bashonly

README.md

@@ -263,7 +263,7 @@ You can also run `make yt-dlp` instead to compile only the binary without updati
 
 ### Standalone Py2Exe Builds (Windows)
 
-While we provide the option to build with [py2exe](https://www.py2exe.org), it is recommended to build [using PyInstaller](#standalone-pyinstaller-builds) instead since the py2exe builds **cannot contain `pycryptodomex`/`certifi` and needs VC++14** on the target computer to run.
+While we provide the option to build with [py2exe](https://www.py2exe.org), it is recommended to build [using PyInstaller](#standalone-pyinstaller-builds) instead since the py2exe builds **cannot contain `pycryptodomex`/`certifi`/`requests` and need VC++14** on the target computer to run.
 
 If you wish to build it anyway, install Python (if it is not already installed) and you can run the following commands:
 

bundle/py2exe.py

@@ -42,9 +42,9 @@ def main():
                 # py2exe cannot import Crypto
                 'Crypto',
                 'Cryptodome',
-                # py2exe appears to confuse this with our socks library.
+                # py2exe builds fail to run with requests >=2.32.0
-                # We don't use pysocks and urllib3.contrib.socks would fail to import if tried.
+                'requests',
-                'urllib3.contrib.socks'
+                'urllib3'
             ],
             'dll_excludes': ['w9xpopen.exe', 'crypt32.dll'],
             # Modules that are only imported dynamically must be added here