[ci] resolve warning in tests

[jameslamb]

Resolves the following warning raised by pytest in the project's Python unit tests.

/Users/runner/work/LightGBM/LightGBM/tests/python_package_test/test_engine.py:856: DeprecationWarning: invalid escape sequence \(
    with pytest.raises(lgb.basic.LightGBMError, match="Positions size \(3006\) doesn't match data size"):

Also removes some trailing whitespace in those same tests.

Notes for Reviewers

That warning could be seen in, for example, the macOS regular CI job on GitHub Actions (example build on master).

[github-actions]

This pull request has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.