TST: Disallow bare pytest.raises
- [ ] ref #30999 
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This pull request is to add appropriate match arguments to bare pytest.raises listed in the comment https://github.com/pandas-dev/pandas/issues/30999#issuecomment-574174389 as described by the referenced issue.
I would like to verify that I am approaching the issue correctly on this single test before I move on to the rest of them.  My error message is based on the three formats of error messages that are currently raised by this test.  Is this an acceptable match argument?

Another question, running "black pandas" modifies many files in the code base, should I just ignore this and only run it on files I modify or are my settings improperly configured?

Could you comment on this @MomIsBestFriend ?  Thanks.

EDIT: Another question, there seems to be many failed tests in pytest locally even before I change the code.  Is my setup incorrect or is this expected? Thanks @gdex1 for the PR. The approach looks about right.

This one may be a bit tricky though. The test is parameterized and it appears that the user-facing error messages are not consistent. The test failures point to not all the combinations being represented in `msg`. (such as `must be str, not DatetimeArray`)
 > Another question, running "black pandas" modifies many files in the code base, should I just ignore this and only run it on files I modify or are my settings improperly configured?

Weird, have you set your virtual environment / conda environment as described in the [pandas contributing guide](https://dev.pandas.io/docs/development/contributing.html#creating-a-development-environment) ?

> EDIT: Another question, there seems to be many failed tests in pytest locally even before I change the code. Is my setup incorrect or is this expected?

Might be also related to the same reason that ```Black``` is changing a lot of files, have you compiled all the extensions?

 Thanks @gdex1 