TST: Fix skipping test due to lack of connectivity (#22598)

`.format()` was expecting keyword arguments. Updated to match other skips nearby.

Author: rhysparry

pandas/util/testing.py

@@ -2394,7 +2394,7 @@ def wrapper(*args, **kwargs):
                 raise
             else:
                 skip("Skipping test due to lack of connectivity"
-                     " and error {error}".format(e))
+                     " and error {error}".format(error=e))
 
     return wrapper