TST: Add match=msg to all pytest.raises in pandas/tests/io/json
This pull request partially addresses xref #30999 to remove bare `pytest.raises` by adding `match=msg`. It doesn't close that issue as I have only addressed test modules in tje pandas/tests/io/json directory.

I also moved a couple of lines out of the `pytest.raises` context to make clear which pandas method was raising the error. And I deleted a couple of unreachable asserts in tests.

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

thanks @moink the error messages really do help in reading the test code.