Install urllib3.

.github/workflows/pythonwheels.yml

@@ -35,7 +35,7 @@ jobs:
     - name: Install dependencies
       run: |
         python -m pip install --upgrade pip
-        pip install setuptools wheel fastimport paramiko
+        pip install setuptools wheel fastimport paramiko urllib3
     - name: Install gpg on supported platforms
       run: pip install -U gpg
       if: "matrix.os != 'windows-latest' && matrix.python-version != 'pypy3'"