CLN/CI: Catch that stderr-warning!
- [x] closes one of the three problems in #23680
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

There's an uncaught warning to stderr that bubbles up occasionally without failing the build (as far as I can tell), but it was one of the headfakes on the hunt for the ResourceWarnings in #23680.

There's a long list of failing travis builds in that PR (plus in #22225, #23192, #23582), which *also* suffer from the warning that this PR fixes, which bubbles up at unpredictable times and looks something like this in the output:
```
..............................................................x...........................................................s....
........................................Skipping line 3: Expected 3 fields in line 3, saw 4
.......................................s.......................................................................................
```
