CI: Making benchmark errors easier to find
- [X] xref https://github.com/pandas-dev/pandas/pull/29900#issuecomment-559278405

It takes a while to find the failing line of the benchmarks logs at the moment. This should highlight the failing ones, and also publish the log as an artifact so it can be analyzed easier.

CC: @jbrockmendel 
Looks like the desired error messages did show up, not sure if there are some non-desired ones in there too Cleaned it a bit, errors were being duplicated, not sure why.

The log when not failures were found was not being shown. Not sure why I did that, but I think it makes sense that it's shown, so restored it. Sounds good.  Some unwanted errors might go away after #29906. @jbrockmendel this looks good to me now. If you can have a look, I'll remove the failure once you're happy.

Error can be seen here: https://github.com/pandas-dev/pandas/pull/29907/checks?check_run_id=324562585#step:13:3037 nice! ok lets try it out