BUG: tm.assert_produces_warnings(None) failing to raise
in tests.indexes.interval.test_constructors test_constructor_dtype if we disable the tm.assert_produces_warning and instead run pytest with `-W error`:

```
pytest pandas/tests/indexes/interval/test_constructors.py -k test_constructor_dtype -W error

FAILED pandas/tests/indexes/interval/test_constructors.py::TestFromArrays::test_constructor_dtype[breaks4-int64] - FutureWarning: casting datetime64[ns] values to int6...
FAILED pandas/tests/indexes/interval/test_constructors.py::TestFromArrays::test_constructor_dtype[breaks5-int64] - FutureWarning: casting timedelta64[ns] values to int...
FAILED pandas/tests/indexes/interval/test_constructors.py::TestFromBreaks::test_constructor_dtype[breaks4-int64] - FutureWarning: casting datetime64[ns] values to int6...
FAILED pandas/tests/indexes/interval/test_constructors.py::TestFromBreaks::test_constructor_dtype[breaks5-int64] - FutureWarning: casting timedelta64[ns] values to int...
FAILED pandas/tests/indexes/interval/test_constructors.py::TestFromTuples::test_constructor_dtype[breaks4-int64] - FutureWarning: casting datetime64[ns] values to int6...
FAILED pandas/tests/indexes/interval/test_constructors.py::TestFromTuples::test_constructor_dtype[breaks5-int64] - FutureWarning: casting timedelta64[ns] values to int...
FAILED pandas/tests/indexes/interval/test_constructors.py::TestClassConstructors::test_constructor_dtype[IntervalIndex-breaks4-int64] - FutureWarning: casting datetime...
FAILED pandas/tests/indexes/interval/test_constructors.py::TestClassConstructors::test_constructor_dtype[IntervalIndex-breaks5-int64] - FutureWarning: casting timedelt...
FAILED pandas/tests/indexes/interval/test_constructors.py::TestClassConstructors::test_constructor_dtype[Index-breaks4-int64] - FutureWarning: casting datetime64[ns] v...
FAILED pandas/tests/indexes/interval/test_constructors.py::TestClassConstructors::test_constructor_dtype[Index-breaks5-int64] - FutureWarning: casting timedelta64[ns] ...
```

we're passing kwargs to `pd.Index.__new__` which is deprecated.