TST: Fix interchange/plotting/groupby test warnings
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

This PR has code changes that will help remove internally generated warnings that could be hit by users (for items added in 1.5 as well) so marking as 1.5
Failures look related to https://github.com/pandas-dev/pandas/pull/48278, so merging since greenish. Thanks @mroeschke!