TST: use default_axes=True where multiple plots
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Use new kwarg ``default_axes`` in ``_check_plot_works`` (#37274), which allows one to eliminate catching warnings related to multiple subplots created.
There warnings are not related to the plotting function, but rather were caused by the ``_check_plot_works`` itself.
