CLN: clean error message
Fix typo

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

Thanks for the PR! Looks like the message in the tests needs updated too. This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. @gkutiel Are you still interested in working on this? If so, reply here and we can reopen.