TST: match matplotlib warning message
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Follow up on #36982.
Since, currently ``assert_produces_warning`` now allows matching warning message,
instead of the comment we will match the message.