CI: catch warnings in ci

[phofl]

• closes #xxxx (Replace xxxx with the GitHub issue number)
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

let's backport this to get rid of the warnings on the 2.0.x branch as well

[mroeschke]

I think #51312 should cover the changes here if it is backported (which it should IMO)

[phofl]

Would you be ok with checking this stricter like on this branch?

[mroeschke]

I think it would be good to have stricter warning checks for all the 2.x branches

[phofl]

So this is good to merge?

[mroeschke]

Oh, I had meant merging #51312 will cover the warnings handled here and enable the warning checking to be stricter on the 2.x branch(es)

[mroeschke]

Should I incorporate these changes in #51312? Is that what you meant with these tests compared to my branch?

[phofl]

Yeah exactly, I'd prefer if we check that a warning is raised instead of only filtering. Sorry for the confusion

[phofl]

closing, will be fixed in the other pr