mmap error is not always returned in English
Fixes a build error from https://github.com/pydata/pandas/pull/12946 caused by mmap error being returned in Italian when `LOCALE_OVERRIDE="it_IT.UTF-8"`. The test fails with:

`AssertionError: "Invalid argument" does not match "[Errno 22] Argomento non valido"`

``` python
        msg = "Invalid argument"
        tm.assertRaisesRegexp(mmap.error, msg, common.MMapWrapper, non_file)
```

i.e. message is not being matched. Change to match the errno instead as that's the same across languages. 

this is fine, though equally could have just skipped this when locale is set.
