BUG: Don't warn if default conflicts with dialect
xref #23761

Also introduces a context manager for setting CSV dialect.
Hello @gfyoung! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/io/parsers.py`](https://github.com/gfyoung/pandas/blob/ab3cd03cdd50c4368968cd91c853e98bd42e3d22/pandas/io/parsers.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_dialect.py`](https://github.com/gfyoung/pandas/blob/ab3cd03cdd50c4368968cd91c853e98bd42e3d22/pandas/tests/io/parser/test_dialect.py) !

 - There are no PEP8 issues in the file [`pandas/util/testing.py`](https://github.com/gfyoung/pandas/blob/ab3cd03cdd50c4368968cd91c853e98bd42e3d22/pandas/util/testing.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23775?src=pr&el=h1) Report
> Merging [#23775](https://codecov.io/gh/pandas-dev/pandas/pull/23775?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/0ab8eb26817191bb88b6fa45b02443c4aba04326?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `94.73%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23775/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23775?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #23775      +/-   ##
==========================================
+ Coverage   92.28%   92.28%   +<.01%     
==========================================
  Files         161      161              
  Lines       51434    51449      +15     
==========================================
+ Hits        47467    47481      +14     
- Misses       3967     3968       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.68% <94.73%> (ø)` | :arrow_up: |
| #single | `42.28% <21.05%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23775?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/23775/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.57% <100%> (+0.01%)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/23775/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `86.04% <87.5%> (+0.01%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23775?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23775?src=pr&el=footer). Last update [0ab8eb2...ab3cd03](https://codecov.io/gh/pandas-dev/pandas/pull/23775?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks!