ERR: Removing quotation marks in error message
Follow-up to https://github.com/pandas-dev/pandas/pull/36852

When reviewing, I got confused and thought `iteration` was somehow an argument to `read_csv` (like `nrows`).  Since it is now, the quotation marks don't make as much sense to have.

Doing this as a follow-up since the original PR was a pure refactoring.
thanks @gfyoung 