Fixes #4255 by adding to the doc that module names are not regex-escaped

[pecey]

Added the missing documentation to filterwarnings section that module names passed are not regex-filtered.

[nicoddemus]

Thanks @pecey, appreciate it!

[codecov]

Codecov Report

Merging #4258 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #4258   +/-   ##
=======================================
  Coverage   95.86%   95.86%           
=======================================
  Files         109      109           
  Lines       24606    24606           
  Branches     2394     2394           
=======================================
  Hits        23589    23589           
  Misses        721      721           
  Partials      296      296

Flag	Coverage Δ
#docs	29.03% <ø> (ø)	⬆️
#doctesting	29.03% <ø> (ø)	⬆️
#linting	29.03% <ø> (ø)	⬆️
#linux	95.65% <ø> (ø)	⬆️
#nobyte	92.02% <ø> (ø)	⬆️
#numpy	93.02% <ø> (ø)	⬆️
#pexpect	41.65% <ø> (ø)	⬆️
#py27	94.05% <ø> (ø)	⬆️
#py34	92.34% <ø> (+0.03%)	⬆️
#py35	92.35% <ø> (+0.03%)	⬆️
#py36	93.99% <ø> (ø)	⬆️
#py37	92.37% <ø> (+0.03%)	⬆️
#trial	93.02% <ø> (ø)	⬆️
#windows	94.13% <ø> (ø)	⬆️
#xdist	93.89% <ø> (ø)	⬆️

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