CLN: Merge_asof null error message

[mroeschke]

• tests added / passed
• passes git diff upstream/master -u -- "*.py" | flake8 --diff

Post #23190 cleanup based on a review I wanted to give:

• any() instead of sum() > 0
• pytest parametrize

cc @jreback

[pep8speaks]

Hello @mroeschke! Thanks for submitting the PR.

• There are no PEP8 issues in the file pandas/core/reshape/merge.py !

• There are no PEP8 issues in the file pandas/tests/reshape/merge/test_merge_asof.py !

[codecov]

Codecov Report

Merging #23195 into master will not change coverage.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #23195   +/-   ##
=======================================
  Coverage   92.19%   92.19%           
=======================================
  Files         169      169           
  Lines       50964    50964           
=======================================
  Hits        46985    46985           
  Misses       3979     3979

Flag	Coverage Δ
#multiple	90.61% <100%> (ø)	⬆️
#single	42.29% <0%> (ø)	⬆️

Impacted Files	Coverage Δ
pandas/core/reshape/merge.py	93.94% <100%> (ø)	⬆️

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[jreback]

thanks @mroeschke