Check error messages after closing the `pytest.raises` context manager blocks

[DriesSchaumont]

Changelog

Check error messages after closing the pytest.raises context manager blocks

Issue ticket number and link

Closes #710 (Replace xxxx with the GitHub issue number)

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• [x] I have performed a self-review of my code

• [x] Conforms to the Contributor's guide

• Check the correct box. Does this PR contain:

  • [ ] Breaking changes
  • [ ] New functionality
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  • [x] Bug fixes

• [ ] Proposed changes are described in the CHANGELOG.md

• [ ] CI tests succeed!