TST: Avoid bare pytest.raises in test_series.py
* [x]  ref #30999
 
* [x]  tests added / passed
 
* [x]  passes `black pandas`

* [x]  passes `git diff upstream/master -u -- "*.py" | flake8 --diff`


Please note that this file had an error message that was pretty ugly, so I changed
it to only include the class name as I have done for other tests.