CLN: Merge_asof null error message
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Post #23190 cleanup based on a review I wanted to give:

* `any()` instead of `sum() > 0`
* pytest parametrize

cc @jreback 
Hello @mroeschke! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/core/reshape/merge.py`](https://github.com/mroeschke/pandas/blob/b8e3f92ed0e4db6475eaaf5616c796763e156015/pandas/core/reshape/merge.py) !

 - There are no PEP8 issues in the file [`pandas/tests/reshape/merge/test_merge_asof.py`](https://github.com/mroeschke/pandas/blob/b8e3f92ed0e4db6475eaaf5616c796763e156015/pandas/tests/reshape/merge/test_merge_asof.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23195?src=pr&el=h1) Report
> Merging [#23195](https://codecov.io/gh/pandas-dev/pandas/pull/23195?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/cd863d390b2f20cb144c928cf3c9f154ab7ccfe3?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23195/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23195?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #23195   +/-   ##
=======================================
  Coverage   92.19%   92.19%           
=======================================
  Files         169      169           
  Lines       50964    50964           
=======================================
  Hits        46985    46985           
  Misses       3979     3979
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.61% <100%> (ø)` | :arrow_up: |
| #single | `42.29% <0%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23195?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/reshape/merge.py](https://codecov.io/gh/pandas-dev/pandas/pull/23195/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS9tZXJnZS5weQ==) | `93.94% <100%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23195?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23195?src=pr&el=footer). Last update [cd863d3...b8e3f92](https://codecov.io/gh/pandas-dev/pandas/pull/23195?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @mroeschke 