ERR: Fix missing space in warning message
- [x] closes #39158 
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them

> Thanks @MicaelJarniac for the PR.
> 
> We normally check error messages in the tests so we would normally expect that changing a message would also require a change in the tests.
> 
> so it maybe that there are no tests that hit this or the message is only partially checked. so further investigation welcome.

I'll try locating the tests related to this specific message (if any), and fix (or add) them.

And I'll also try to think of a way for catching similar issues in future tests, but I don't think it'd be easy, as simply saying "fail if no space after period" would catch this one, but would probably have about a thousand false-positives in other messages, because in Python syntax it's perfectly valid to have `some.Thing`. A test for catching issues similar to this one might end up being overkill. > so it maybe that there are no tests that hit this or the message is only partially checked. so further investigation welcome.

it appears that test_warn_if_chunks_have_mismatched_type[c_low] hits this. so can modify that test to also check message. `151214 passed, 5674 skipped, 925 xfailed, 4 xpassed, 1 warning in 1126.89s (0:18:46)` @MicaelJarniac can you merge master and we'll try to get this in closing as stale. @MicaelJarniac if you'd like to rebase and fix this up pls ping.