CI: Flaky ResourceWarning: unclosedssl.SSLSocket

[mroeschke]

https://github.com/pandas-dev/pandas/runs/4399631223?check_suite_focus=true

AssertionError: Caused unexpected warning(s): [('ResourceWarning', ResourceWarning("unclosed <ssl.SSLSocket fd=8, family=AddressFamily.AF_INET, type=SocketKind.SOCK_STREAM, proto=6, laddr=('10.1.0.137', 51532), raddr=('52.216.164.101', 443)>"), '', 1043)]

Initial guess: it may be coming from one of our dependencies like boto/boto3#454

Potential solution:
boto/botocore#1810 (comment)
mintel/pytest-localstack#44 (comment)

[jbrockmendel]

We already have one special-case in _assert_caught_no_extra_warnings to filter out SSL-related warnings, might as well filter these out too. the time spent on tracking down ResourceWarnings has way exceeded the usefulness

[mroeschke]

+1. Since pandas is not a http library, agreed we should just ignore related artifacts for the stability of the CI.