Test Fixes for v0.15.1

[LennartPurucker]

Minor fixes to tests to make them work (again).

[codecov-commenter]

Codecov Report

Attention: Patch coverage is 90.00000% with 1 line in your changes missing coverage. Please review.

Project coverage is 84.37%. Comparing base (3155b5f) to head (83c78eb).
Report is 5 commits behind head on develop.

Files with missing lines	Patch %	Lines
openml/config.py	66.66%	1 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##           develop    #1358      +/-   ##
===========================================
+ Coverage    81.71%   84.37%   +2.66%     
===========================================
  Files           38       38              
  Lines         5261     5262       +1     
===========================================
+ Hits          4299     4440     +141     
+ Misses         962      822     -140     

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[eddiebergman]

You waste my time reviewing this near perfect code, how dare you? There's a merge button you can just press you know, I will find you, I will visit you, and... I will waste your time...

Oh but also can you fix the logging of can't create the config_dir as discussed xx

[eddiebergman]

You didn't even request a review from me after making the changes, it's like you're trying to waste not only my time, but your time and everyone elses time who now has to read this laboriously but lovingly crafted collection of letters assembled into a structure known as a paragraph.

I hope you're happy... but yeah LGTM