gh-40731: Hide spurious stderr output in notebook_cmd_test.py
    
If you look at the log on the CI, without this change, it would print
out some stuff on stderr.

```
============================= test session starts
==============================
platform linux -- Python 3.12.11, pytest-8.4.1, pluggy-1.6.0
rootdir: /home/runner/work/sage/sage
configfile: pyproject.toml
plugins: xdist-3.8.0
collected 76 items / 2 skipped

src/sage/cli/eval_cmd_test.py ..
usage: pytest [-h] [-n [{jupyter,jupyterlab}]]
pytest: error: argument -n/--notebook: invalid choice: 'invalid' (choose
from jupyter, jupyterlab)
src/sage/cli/notebook_cmd_test.py .....
src/sage/doctest/parsing_test.py ...........
```

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- [ ] I have linked a relevant issue or discussion.
- [ ] I have created tests covering the changes.
- [ ] I have updated the documentation and checked the documentation
preview.

### ⌛ Dependencies

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URL: #40731
Reported by: user202729
Reviewer(s): Tobias Diez

Author: Release Manager

src/sage/cli/notebook_cmd_test.py

@@ -26,11 +26,12 @@ def test_jupyterlab_explicitly():
     assert args.notebook == "jupyterlab"
 
 
-def test_invalid_notebook_choice():
+def test_invalid_notebook_choice(capsys):
     parser = argparse.ArgumentParser()
     JupyterNotebookCmd.extend_parser(parser)
     with pytest.raises(SystemExit):
         parser.parse_args(["--notebook", "invalid"])
+    assert "argument -n/--notebook: invalid choice: 'invalid'" in capsys.readouterr()[1]
 
 
 def test_help():