CLN: Remove raise if missing only controlling the error message
- [x] xref #41170

The removed tests don't make sense anymore, since all is printed now but without a fixed order
thanks @phofl  Did this cause a performance regression?

https://pandas.pydata.org/speed/pandas/index.html#indexing.NumericSeriesIndexing.time_loc_slice?python=3.8&Cython=0.29.21&p-index_dtype=%3Cclass+%27pandas.core.indexes.numeric.UInt64Index%27%3E&p-index_structure=%27nonunique_monotonic_inc%27&commits=67c9385787c4d854b75a6f2c04fdf6886fdb1a06 This tick really looks similar to the one a few weeks earlier. But I will have a look.

Practically this should only impact cases where a KeyError is raised @TomAugspurger if you wouldn't mind creating an issue about this regression  Yeah, looks like a false alarm. The latest benchmarks are back to normal. oh ok great!