CI: Filter any SSLSocket ResouceWarnings from dependencies
- [x] closes #44732
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them


thanks @mroeschke  We should be able to get rid of [this](https://github.com/pandas-dev/pandas/blob/c58d8ee6e93fc1ba7aa4a40dc71488cc9807ed43/pandas/tests/io/parser/common/test_chunksize.py#L210) xfail now right ? > We should be able to get rid of [this](https://github.com/pandas-dev/pandas/blob/c58d8ee6e93fc1ba7aa4a40dc71488cc9807ed43/pandas/tests/io/parser/common/test_chunksize.py#L210) xfail now right ?

Yup should be good to remove