CI 3.7 NumPy Dev Failures

[WillAyd]

Quite a few CI failures lately so apologies if this was missed but I don't think we have an issue for this one. It looks like we are getting some failures with error message checking on NumPy dev. I think this is a result of this change upstream:

https://github.com/numpy/numpy/pull/13721/files

Here's a sample build failure:

https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=12453&view=logs&jobId=3a03f79d-0b41-5610-1aa4-b4a014d0bc70&taskId=264dbb61-dd41-5ada-cfaa-25751f4c2dca&lineStart=70&lineEnd=71&colStart=1&colEnd=1

Need to update and maybe simplify the error message checking on our end.

cc @simonjayhawkins if you have thoughts