CI: Disallow bare pytest raise
- [x] closes #23922
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Closing in favor in #30755 Is it possible to do this via regex? similar to the current code check for context manager:
https://github.com/pandas-dev/pandas/blob/master/ci/code_checks.sh#L157