TST/CI: Address enforced numpy DeprecationWarning in test_pandas_dtype_numpy_warning (#60875)

TST: Address enforced numpy DeprecationWarning in test_pandas_dtype_numpy_warning

Author: mroeschke

Diff for: pandas/core/dtypes/common.py

@@ -1836,6 +1836,8 @@ def pandas_dtype(dtype) -> DtypeObj:
     # raise a consistent TypeError if failed
     try:
         with warnings.catch_warnings():
+            # TODO: warnings.catch_warnings can be removed when numpy>2.2.2
+            # is the minimum version
             # GH#51523 - Series.astype(np.integer) doesn't show
             # numpy deprecation warning of np.integer
             # Hence enabling DeprecationWarning

Diff for: pandas/tests/dtypes/test_common.py

@@ -22,6 +22,7 @@
 import pandas._testing as tm
 from pandas.api.types import pandas_dtype
 from pandas.arrays import SparseArray
+from pandas.util.version import Version
 
 
 # EA & Actual Dtypes
@@ -788,11 +789,18 @@ def test_validate_allhashable():
 
 def test_pandas_dtype_numpy_warning():
     # GH#51523
-    with tm.assert_produces_warning(
-        DeprecationWarning,
-        check_stacklevel=False,
-        match="Converting `np.integer` or `np.signedinteger` to a dtype is deprecated",
-    ):
+    if Version(np.__version__) <= Version("2.2.2"):
+        ctx = tm.assert_produces_warning(
+            DeprecationWarning,
+            check_stacklevel=False,
+            match=(
+                "Converting `np.integer` or `np.signedinteger` to a dtype is deprecated"
+            ),
+        )
+    else:
+        ctx = tm.external_error_raised(TypeError)
+
+    with ctx:
         pandas_dtype(np.integer)