Fix or catch all warnings raised by the tests

[bsipocz]

This is an umbrella issue for the warning cleanup, basically the exception list in setup.cfg has to be minimized to the bare minimum by removin the following (after they are either fixed in the codebase or properly catched). Some specific warnings have their own issue to provide smaller starter PR options for new contributors. I would suggest to address this issue gradually during a course of multiple, quicker, smaller PRs rather than one big one that is being around for a longer time:

• ignore::pytest.PytestUnraisableExceptionWarning (issue Large number of pytest.PytestUnraisableExceptionWarning #2053) (PR TST: fix warnings and stop ignoring them #2520)
• ignore::numpy.VisibleDeprecationWarning (PR BUG: Fix SDSS parsing to directly use Table.read #2518)
• ignore: unclosed file:ResourceWarning (PR TST: Closing files in tests #2522)
• ignore::UserWarning (issue Fix UserWarnings raised by the testing suite #2055) (PR TST: fix warnings and stop ignoring them #2520)
• ignore::astroquery.exceptions.InputWarning (PR TST: fix warnings and stop ignoring them #2520)
• ignore::astropy.utils.exceptions.AstropyDeprecationWarning (PR TST: fix warnings and stop ignoring them #2520)
• ignore::astropy.io.votable.exceptions.W50 (PR TST: fix warnings and stop ignoring them #2520)
• ignore::astropy.io.votable.exceptions.W06 (PR TST: fix warnings and stop ignoring them #2520)
• ignore::astropy.io.votable.exceptions.W03 (PR TST: fix warnings and stop ignoring them #2520)
• ignore::astropy.io.votable.exceptions.W21
• ignore::astropy.io.votable.exceptions.W42

[pllim]

As discussed in #2054, it is okay to blanket ignore all warnings from vo_conesearch.

[bsipocz]

Some of the vo warnings above are indeed coming from vo_conesearch, but roughly half of them originate in other modules while using astropy.io.votable. As opposed to vo_conesearch (which has its days numbered), those should ideally be fixed or properly caught.

[bsipocz]

I think #2520 does a big enough dent in this, as well as adds a detailed description to setup.cfg that I'll go ahead and close this issue.