Remove warning about unused groups
This warning is annoying and serves to discourage use of named capturing groups (which are more maintainable) because users must either switch to extracting the groups (not always necessary) or replace their named groups with "(?:" (unnamed groups are harder to maintain because it's less clear what is their objective within a greater regex pattern). 

If users need to specialize their regex patterns to each command, then they need to maintain multiple copies, some with unnamed groups, some without, just to silence some warning, also, if they remove the groups, then later on when they want to use them, they might have to figure out how to replace groups they removed just to silence a warning, and be frustrated.

If we remove this unnecessary warning, then we no longer discourage users who use named capturing groups, thus facilitating readability of the patterns, and portability to other contexts, such as debuggers or the "extract" method mentioned in the removed warning.

TL;DR: This warning doesn't need to exist, so I'm removing it. If there are tests which expect it, then they could also be removed. Code to silence the warning should still work, but could also be removed.

- [ ] [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
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Please open issues to facilitate a discussion before you open a PR