DOC: suppress warnings with okwarning in whatsnew

Using the new functionality of @y-p from #6082, suppressing some warnings in the older whatsnew sections.

Some of them are deprecation warnings, so from older functinality. We could also change the code example, but since it's from whatsnew I think it's more logical to leave it as it is (when they start to generate errors, then of course we have to do something else)