Two tests didn't properly assert an exception was raised. Fixed.

doc/source/whatsnew/v0.24.0.txt

@@ -191,6 +191,5 @@ Other
 ^^^^^
 
 - :meth: `~pandas.io.formats.style.Styler.background_gradient` now takes a ``text_color_threshold`` parameter to automatically lighten the text color based on the luminance of the background color. This improves readability with dark background colors without the need to limit the background colormap range. (:issue:`21258`)
--
--
+- fixed two test cases which asserted an exception message but failed to make sure that an exception was actually raised
 -

pandas/tests/indexes/datetimes/test_indexing.py

@@ -583,7 +583,6 @@ def test_get_indexer(self):
     def test_reasonable_keyerror(self):
         # GH#1062
         index = DatetimeIndex(['1/3/2000'])
-        try:
+        with pytest.raises(KeyError) as excinfo:
             index.get_loc('1/1/2000')
-        except KeyError as e:
-            assert '2000' in str(e)
+        assert '2000' in str(excinfo.value)

pandas/tests/io/parser/c_parser_only.py

@@ -34,10 +34,9 @@ def test_buffer_overflow(self):
         cperr = 'Buffer overflow caught - possible malformed input file.'
 
         for malf in (malfw, malfs, malfl):
-            try:
+            with pytest.raises(pd.errors.ParserError) as excinfo:
                 self.read_table(StringIO(malf))
-            except Exception as err:
-                assert cperr in str(err)
+            assert cperr in str(excinfo.value)
 
     def test_buffer_rd_bytes(self):
         # see gh-12098: src->buffer in the C parser can be freed twice leading