Avoid side-effects in test

Author: rhshadrach

pandas/tests/copy_view/test_copy_deprecation.py

@@ -94,5 +94,7 @@ def test_copy_deprecation_merge_concat():
 @pytest.mark.parametrize("value", [False, True, "warn"])
 def test_copy_on_write_deprecation_option(value):
     msg = "Copy-on-Write can no longer be disabled"
-    with tm.assert_produces_warning(Pandas4Warning, match=msg):
-        pd.set_option("mode.copy_on_write", value)
+    # stacklevel points to contextlib due to use of context manager.
+    with tm.assert_produces_warning(Pandas4Warning, match=msg, check_stacklevel=False):
+        with pd.option_context("mode.copy_on_write", value):
+            pass