Correcting Warnings from IPython tab completion tests with async tests
- [ ] closes #29070 
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

I tried to follow what Tom said in the issue but I don't really know how to integrate with CI. I was in doubt too with how to import pytest-asyncio as well. Maybe both questions are related.

If is possible for someone to explain, I will quickly make the necessary changes 😁
