Backport PR pandas-dev#31571: DOC fix *_option() docstring (pandas-dev#31608)

Co-authored-by: Guillaume Lemaitre <[email protected]>

Author: meeseeksmachine

pandas/_config/config.py

@@ -144,9 +144,7 @@ def _describe_option(pat="", _print_desc=True):
     if len(keys) == 0:
         raise OptionError("No such keys(s)")
 
-    s = ""
-    for k in keys:  # filter by pat
-        s += _build_option_description(k)
+    s = "\n".join([_build_option_description(k) for k in keys])
 
     if _print_desc:
         print(s)