DOC: Added "Raises `KeyError`"
- [ ] closes #xxxx
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

> Not sure about these changes - is this purely a stylistic thing you are aiming for?

Yes, indeed purely stylistic change, I'll revert. thanks @MomIsBestFriend 