test_utilities: Promote deprecations to errors in pydrake unit tests

[jwnimmer-tri]

This used to be the case for python2, but was lost in the transition to python3 due to changes to unittest.main semantics.

The python3 unittest.main added the following new semantics:

        if warnings is None and not sys.warnoptions:
            # even if DeprecationWarnings are ignored by default
            # print them anyway unless other warnings settings are
            # specified by the warnings arg or the -W python flag
            self.warnings = 'default'

Because we apply our warning filters prior to calling unittest.main(), the unittest filter for any and all Warning instances trumps our more custom filters.

Towards #12873.

---

This change is 

[jwnimmer-tri]

+@sammy-tri for feature review, please.

(\CC @EricCousineau-TRI to look at retroactively once you're available.)

[jwnimmer-tri]

Actually, +@EricCousineau-TRI for feature review, please. We can leave @sammy-tri for platform review tomorrow after feature pass is done.

[EricCousineau-TRI]

- great catch!

Reviewed 2 of 2 files at r1.
Reviewable status: LGTM missing from assignee sammy-tri(platform) (waiting on @sammy-tri)

[jwnimmer-tri]

... and a shout-out to --trace=sys for making this much easier to debug!

[sammy-tri]

Reviewed 2 of 2 files at r1.
Reviewable status: complete! all discussions resolved, LGTM from assignees sammy-tri(platform),EricCousineau-TRI(platform)