Add assertions for stderr in capture output tests

[donBarbos]

closes #13211

[donBarbos]

Maybe this change don't need changelog entry file, because changes don't have affected

[The-Compiler]

I agree with what @webknjaz has said over in #13211: There is nothing printed to stderr at all, so it doesn't make sense to have an assertion on it. IMHO, following the same logic, you'd also need to use caplog and check assert not caplog.records despite the test not using logging at all.

[donBarbos]

I agree with what @webknjaz has said over in #13211: There is nothing printed to stderr at all, so it doesn't make sense to have an assertion on it. IMHO, following the same logic, you'd also need to use caplog and check assert not caplog.records despite the test not using logging at all.

Ok, I got you, so I'll just close pr and issue, right?