CLN/STYLE: Lint comprehensions
- [x] closes #18464
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Using flake8-comprehensions (xref https://github.com/pandas-dev/pandas/issues/20588#issuecomment-405057018) to lint for unnecessary comprehensions. I just added this to the 2.7-travis build since it appears to be our linting build.