TST: fix test_config to use pytest.warns() (#63436)

Signed-off-by: Michał Górny <[email protected]>

Author: mgorny

pandas/tests/config/test_config.py

@@ -129,7 +129,7 @@ def test_case_insensitive(self, category):
 
         cf.deprecate_option("KanBan", category)
         msg = "'kanban' is deprecated, please refrain from using it."
-        with pytest.raises(category, match=msg):
+        with tm.assert_produces_warning(category, match=msg):
             cf.get_option("kAnBaN")
 
     def test_get_option(self):