TST: suppress deprecation warnings for compress

[jorisvandenbossche]

xref #21930 (comment)

In case we find it OK np.compress with Series is also deprecated, this PR makes sure the warnings are catched in the tests.

[TomAugspurger]

Copying from the other PR, how about we update the deprecation message to

Use `series[condition] or np.asarray(series).compress(condition)`

We may also need something that np.compress(series) is also deprecated.

Series.compress and np.compress(series, condition) are deprecated.

Use series[condition] or np.asarray(series).compress(condition) instead.

[jreback]

can you rebase

[jorisvandenbossche]

@TomAugspurger edited the deprecation message

[codecov]

Codecov Report

Merging #22064 into master will decrease coverage by 0.03%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master   #22064      +/-   ##
==========================================
- Coverage   92.08%   92.05%   -0.04%     
==========================================
  Files         169      169              
  Lines       50691    50709      +18     
==========================================
- Hits        46681    46679       -2     
- Misses       4010     4030      +20

Flag	Coverage Δ
#multiple	90.46% <100%> (-0.04%)	⬇️
#single	42.25% <0%> (-0.09%)	⬇️

Impacted Files	Coverage Δ
pandas/core/series.py	93.72% <100%> (-0.4%)	⬇️
pandas/core/internals/blocks.py	93.83% <0%> (-0.81%)	⬇️
pandas/core/dtypes/missing.py	92.98% <0%> (-0.59%)	⬇️
pandas/util/testing.py	85.85% <0%> (-0.21%)	⬇️
pandas/core/generic.py	96.44% <0%> (-0.04%)	⬇️
pandas/core/frame.py	97.24% <0%> (-0.01%)	⬇️
pandas/plotting/_core.py	83.48% <0%> (ø)	⬆️
pandas/core/indexes/multi.py	95.41% <0%> (+0.07%)	⬆️
pandas/core/ops.py	96.71% <0%> (+0.14%)	⬆️

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