TST: Do not error on warnings raised about non-tuple indexing.

[insertinterestingnamehere]

This avoids having the tests error on the warnings introduced in
numpy/numpy#9686

The change is pretty much verbatim from
#8879 (comment)

This should get the CI tests working until #8879 can be finished.

[pv]

I guess we want once instead of always after all, since it seems to spam too much, and that's sufficient to report each occurrence in any case. Replaced the commit here, probably anyone can merge if it passes.

[insertinterestingnamehere]

Yep, that makes sense. I'll merge once it passes.