CI/TST: Error on PytestUnraisableExceptionWarning instead of using psutil to check open resources
Using `psutil` to check for open resources in tests has been a false positive for a while, picking up unrelated connections such as the database services.

Erroring on `ResourceWarnings`, captured by `PytestUnraisableExceptionWarning`, should be sufficient for validating that resources are not left open as a result of a test. https://github.com/pytest-dev/pytest/issues/9825
there have been times in the past where we _did_ leave files open incorrectly, which I think the check this removes would catch.  does the check this adds still catch those? Correct for example

```
 % git diff
diff --git a/pandas/tests/frame/test_api.py b/pandas/tests/frame/test_api.py
index e5787a7f16..c280fb9748 100644
--- a/pandas/tests/frame/test_api.py
+++ b/pandas/tests/frame/test_api.py
@@ -379,3 +379,7 @@ class TestDataFrameMisc:
         df = DataFrame()
         with tm.assert_produces_warning(None):
             inspect.getmembers(df)
+
+
+def test_open():
+    open("/dev/null")

% pytest pandas/tests/frame/test_api.py

...

pandas/tests/frame/test_api.py .................................F

...
    def unraisable_exception_runtest_hook() -> Generator[None, None, None]:
        with catch_unraisable_exception() as cm:
            yield
            if cm.unraisable:
                if cm.unraisable.err_msg is not None:
                    err_msg = cm.unraisable.err_msg
                else:
                    err_msg = "Exception ignored in"
                msg = f"{err_msg}: {cm.unraisable.object!r}\n\n"
                msg += "".join(
                    traceback.format_exception(
                        cm.unraisable.exc_type,
                        cm.unraisable.exc_value,
                        cm.unraisable.exc_traceback,
                    )
                )
>               warnings.warn(pytest.PytestUnraisableExceptionWarning(msg))
E               pytest.PytestUnraisableExceptionWarning: Exception ignored in: <_io.FileIO [closed]>
E
E               Traceback (most recent call last):
E                 File "...pandas/tests/frame/test_api.py", line 385, in test_open
E                   open("/dev/null")
E               ResourceWarning: unclosed file <_io.TextIOWrapper name='/dev/null' mode='r' encoding='UTF-8'>

../opt/miniconda3/envs/pandas-dev/lib/python3.8/site-packages/_pytest/unraisableexception.py:78: PytestUnraisableExceptionWarnin
``` awesome, thanks for explaining Looks like this caught actual issues with open files in `ExcelWriter` merging, I guess we should backport to get rid of these on the 2.0.x branch? thx @mroeschke  nice!