CLN: Removed _SAFE_NAMES_WARNING in io.sql
- [x] closes #44295
- [x] tests passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them

Please let me know if I should improve/change something. Thank you very much!