Remove `-Werror` from setup.py
It seems nice to have `-Werror` in CI but as a conda-forge maintainer I quite often have to write patches to remove `-Werror` from releases as the system distributions build packages on are not identical to the ones CI of upstream runs on. There is a large variety of compiler warnings and some may only show up when other C-defines are set. Also many new warning appear when you build with a newer compiler or different versions of the dependencies used.

My suggestion would be:
 * Remove `-Werror` from `setup.py`.
 * Add `-Werror` to `CFLAGS` on CI to have the same result for pandas-dev as it is currently.

Original PR: https://github.com/pandas-dev/pandas/pull/32163

Related issues: https://github.com/pandas-dev/pandas/issues/33314, https://github.com/pandas-dev/pandas/issues/33224