test(backport): Use pytest.raises match argument to check Error messages

[matthewfeickert]

Description

Backport PR #2162

Checklist Before Requesting Reviewer

• Tests are passing
• "WIP" removed from the title of the pull request
• Selected an Assignee for the PR to be responsible for the log summary

Before Merging

For the PR Assignees:

• Summarize commit messages into a comprehensive review of the PR

* Backport PR https://github.com/scikit-hep/pyhf/pull/2162

[codecov]

Codecov Report

❗ No coverage uploaded for pull request base (release/v0.7.x@6e3c4e7). Click here to learn what that means.
Patch has no changes to coverable lines.

Additional details and impacted files

@@                Coverage Diff                @@
##             release/v0.7.x    #2165   +/-   ##
=================================================
  Coverage                  ?   98.30%           
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  Files                     ?       69           
  Lines                     ?     4530           
  Branches                  ?      800           
=================================================
  Hits                      ?     4453           
  Misses                    ?       45           
  Partials                  ?       32           

Flag	Coverage Δ
contrib	27.52% <0.00%> (?)
doctest	61.14% <0.00%> (?)
unittests-3.10	96.31% <0.00%> (?)
unittests-3.11	96.31% <0.00%> (?)
unittests-3.7	96.28% <0.00%> (?)
unittests-3.8	96.33% <0.00%> (?)
unittests-3.9	96.35% <0.00%> (?)

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