pytest: Use colored output
This gives nice colored output locally and on GitHub Actions.

- [ ] closes #xxxx (Replace xxxx with the Github issue number)
- [ ] [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.

Not very interesting here but will be more useful in case of failures

<img width="507" alt="Screenshot 2022-09-02 at 09 43 26" src="https://user-images.githubusercontent.com/175722/188085276-ecbb5faa-34c3-4329-8b88-7798f60b8583.png">
 Thanks @jonashaag 