CLN: remove Panel from concat error message
xref #25632

(NOTE: overlapping PR with #25675)
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25676?src=pr&el=h1) Report
> Merging [#25676](https://codecov.io/gh/pandas-dev/pandas/pull/25676?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/21769e9622630ab12bdcb480da0779eea644b04a?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25676/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25676?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25676      +/-   ##
==========================================
- Coverage   91.29%   91.28%   -0.01%     
==========================================
  Files         173      173              
  Lines       52961    52961              
==========================================
- Hits        48349    48344       -5     
- Misses       4612     4617       +5
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.86% <100%> (-0.01%)` | :arrow_down: |
| #single | `41.73% <50%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25676?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/reshape/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/25676/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS9jb25jYXQucHk=) | `97.2% <100%> (ø)` | :arrow_up: |
| [pandas/core/panel.py](https://codecov.io/gh/pandas-dev/pandas/pull/25676/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcGFuZWwucHk=) | `38.11% <0%> (-0.45%)` | :arrow_down: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25676/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `93.56% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25676?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/25676?src=pr&el=footer). Last update [21769e9...deaeb8f](https://codecov.io/gh/pandas-dev/pandas/pull/25676?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25676?src=pr&el=h1) Report
> Merging [#25676](https://codecov.io/gh/pandas-dev/pandas/pull/25676?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/21769e9622630ab12bdcb480da0779eea644b04a?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25676/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25676?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25676      +/-   ##
==========================================
- Coverage   91.29%   91.28%   -0.01%     
==========================================
  Files         173      173              
  Lines       52961    52961              
==========================================
- Hits        48349    48344       -5     
- Misses       4612     4617       +5
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.86% <100%> (-0.01%)` | :arrow_down: |
| #single | `41.73% <50%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25676?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/reshape/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/25676/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS9jb25jYXQucHk=) | `97.2% <100%> (ø)` | :arrow_up: |
| [pandas/core/panel.py](https://codecov.io/gh/pandas-dev/pandas/pull/25676/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcGFuZWwucHk=) | `38.11% <0%> (-0.45%)` | :arrow_down: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25676/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `93.56% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25676?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/25676?src=pr&el=footer). Last update [21769e9...deaeb8f](https://codecov.io/gh/pandas-dev/pandas/pull/25676?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @simonjayhawkins 