TST: catch performance warnings
xref #18849 

need to assert these PerformanceWarnings 

cc @jbrockmendel 

```
pandas/tests/indexes/datetimes/test_arithmetic.py::TestDatetimeIndexArithmetic::()::test_dti_sub_offset_array[Asia/Tokyo-box0]
  /home/travis/build/pandas-dev/pandas/pandas/core/indexes/datetimes.py:918: PerformanceWarning: Adding/subtracting array of DateOffsets to <class 'pandas.core.indexes.datetimes.DatetimeIndex'> not vectorized
    PerformanceWarning)
pandas/tests/indexes/datetimes/test_arithmetic.py::TestDatetimeIndexArithmetic::()::test_dti_sub_offset_array[Asia/Tokyo-Index]
  /home/travis/build/pandas-dev/pandas/pandas/core/indexes/datetimes.py:918: PerformanceWarning: Adding/subtracting array of DateOffsets to <class 'pandas.core.indexes.datetimes.DatetimeIndex'> not vectorized
    PerformanceWarning)
pandas/tests/indexes/datetimes/test_arithmetic.py::TestDatetimeIndexArithmetic::()::test_dti_sub_offset_array[US/Eastern-box0]
  /home/travis/build/pandas-dev/pandas/pandas/core/indexes/datetimes.py:918: PerformanceWarning: Adding/subtracting array of DateOffsets to <class 'pandas.core.indexes.datetimes.DatetimeIndex'> not vectorized
    PerformanceWarning)
pandas/tests/indexes/datetimes/test_arithmetic.py::TestDatetimeIndexArithmetic::()::test_dti_sub_offset_array[US/Eastern-Index]
  /home/travis/build/pandas-dev/pandas/pandas/core/indexes/datetimes.py:918: PerformanceWarning: Adding/subtracting array of DateOffsets to <class 'pandas.core.indexes.datetimes.DatetimeIndex'> not vectorized
    PerformanceWarning)
pandas/tests/indexes/datetimes/test_arithmetic.py::TestDatetimeIndexArithmetic::()::test_dti_sub_offset_array[dateutil/Asia/Singapore-box0]
  /home/travis/build/pandas-dev/pandas/pandas/core/indexes/datetimes.py:918: PerformanceWarning: Adding/subtracting array of DateOffsets to <class 'pandas.core.indexes.datetimes.DatetimeIndex'> not vectorized
```