REF/TST: Add more pytest idiom to mi indexing tests 
- [n/a ] follow on from #23912
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [n/a ] whatsnew entry

for this pass:

- the Test classes have been removed.

- `catch_warnings`  used for the `.ix` deprecation replaced with `@pytest.mark.filterwarnings("ignore:\\n.ix:DeprecationWarning")` at test level.
