BLD: Only enable -Werror in the CI jobs
closes #33315
closes #33314
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

In which `whatsnew` section should this go? Bug fixes - other? Thanks! "Bug fixes - other" is fine for me 
(in pandas 1.0.0, we had a "build changes" section (https://pandas.pydata.org/docs/whatsnew/v1.0.0.html#build-changes), but that was a more relevant change, related to pyproject.toml) also not averse to do this for 1.1.5 as well. > also not averse to do this for 1.1.5 as well.

sure. however not an issue on MacPython for 1.1.5. Is causing issues with 1.2 though. see https://github.com/pandas-dev/pandas/issues/37784#issuecomment-732911912

https://github.com/MacPython/pandas-wheels/pull/112 my not be needed with this change. > > also not averse to do this for 1.1.5 as well.
> 
> sure. however not an issue on MacPython for 1.1.5. Is causing issues with 1.2 though. see [#37784 (comment)](https://github.com/pandas-dev/pandas/issues/37784#issuecomment-732911912)
> 
> [MacPython/pandas-wheels#112](https://github.com/MacPython/pandas-wheels/pull/112) my not be needed with this change.

interesting ok, then fine not to backport. > interesting ok, then fine not to backport.

it's not causing us issues, but i'm ok with backporting if it could be beneficial to others > > interesting ok, then fine not to backport.
> 
> it's not causing us issues, but i'm ok with backporting if it could be beneficial to others

It would be helpful for the conda packages on macOS all green  this needs the note moved to 1.1.5 test failure unrelated

```
=========================== short test summary info ============================
FAILED pandas/tests/plotting/test_misc.py::TestDataFramePlots::test_scatter_matrix_axis
= 1 failed, 143660 passed, 3518 skipped, 1408 xfailed, 14 warnings in 1846.77s (0:30:46) =
``` Thanks @xhochy ! @meeseeksdev backport 1.1.x