STYLE: use option_context almost always
we *should* very rarely be setting / getting options (except to test that functionaily explicity), and instead use `pd.option_context`, e.g. this should be changed:

https://github.com/pandas-dev/pandas/pull/31569/files#diff-5974844fa02c9b81f3477198023bd02503bf82da1e3d15df6dfd62cdca48666bR242

pandas/tests/io/formats/test_format.py is a hotbed for incorrect usages like this.

it *may* be possible to add a pre-commit hook to check for this in all but a small handful of files.