TST: Added tests to check if file exists for read_json.
- [x] closes #29102 
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [ ] whatsnew entry

#29102 already added code to fix the original issue of fixing misleading error messages when trying to open a nonexistent json file. This commit adds test cases. 
@cheungje if you'd merge master and address comments This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. closing as stale