CI: Fail on warning for 3.9
This should fail till https://github.com/pandas-dev/pandas/pull/34835 is in.
Just out of curiosity what are you trying to do specific to 3.9? I think great to do this, though obviously would require a good deal of work to get it to work across all builds > Just out of curiosity what are you trying to do specific to 3.9?

The 3.9 job builds NumPy from source, and so it can be slightly ahead of the numpydev build (our only other build to error on warnings) which uses NumPy's nightly wheels. 

Agreed this would be nice to have. Just not sure if /when I'll have time to get to work through all of these. There are more failures than I expected :) I'm not going to get to this any time soon.