TST: add messages to bare pytest raises
- [ ] closes #xxxx
- [ ] tests added / passed
- [x] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This PR adds messages to the bare pytest raises in pandas/tests/generic/methods/test_pipe.py and pandas/tests/reshape/merge/test_merge_asof.py. This PR references #30999.
thanks @marktgraham nice!