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

After #31130 got merged, I can do what I couldn't do [here](https://github.com/pandas-dev/pandas/pull/30998#discussion_r368177775)


I think this is confusing to say `external_error_raised` for something in internals Can you alternately not just add the message? > I think this is confusing to say `external_error_raised` for something in internals

@WillAyd I am with you on that, still it's raising an external error message, do you suggest moving it to somewhere else? > Can you alternately not just add the message?

@WillAyd I really prefer not to, in #30999 we are fixing all the bare ```pytest raises```, and in order to silent the test case in #30755 we have to pass in the "match" argument, we could just pass in the ```match=None``` but as you said [here](https://github.com/pandas-dev/pandas/pull/30998#discussion_r368177775) this is not very clear. I don't have a problem with `match=None` per se - where you linked my comment I was just asking what the purpose of it was

As mentioned I don't think this adds any value and if anything is confusing, but let's see what others think Closing as I don't think this is moving in the right direction, but thanks in any case @MomIsBestFriend !