Fix the order of checks in test_proxy_functional

[webknjaz]

Apparently, if an exception gets raised before the warning gets a
chance to be emitted, it doesn't emit an assertion error. Pytest bug?

(cherry picked from commit 1097473)

What do these changes do?

This patch fixes a bug in tests added in #5992 that I discovered while
preparing a backport in #6049.

Are there changes in behavior for the user?

No.

Related issue number

N/A

Checklist

• I think the code is well written
• Unit tests for the changes exist
• Documentation reflects the changes
• If you provide code modification, please add yourself to CONTRIBUTORS.txt
  • The format is <Name> <Surname>.
  • Please keep alphabetical order, the file is sorted by names.
• Add a new news fragment into the CHANGES folder
  • name it <issue_id>.<type> for example (588.bugfix)
  • if you don't have an issue_id change it to the pr id after creating the pr
  • ensure type is one of the following:
    • .feature: Signifying a new feature.
    • .bugfix: Signifying a bug fix.
    • .doc: Signifying a documentation improvement.
    • .removal: Signifying a deprecation or removal of public API.
    • .misc: A ticket has been closed, but it is not of interest to users.
  • Make sure to use full sentences with correct case and punctuation, for example: "Fix issue with non-ascii contents in doctest text files."

[codecov]

Codecov Report

Merging #6072 (ef07082) into master (4ebd52e) will decrease coverage by 0.00%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master    #6072      +/-   ##
==========================================
- Coverage   93.31%   93.31%   -0.01%     
==========================================
  Files         102      102              
  Lines       30062    30062              
  Branches     2690     2683       -7     
==========================================
- Hits        28053    28051       -2     
- Misses       1833     1836       +3     
+ Partials      176      175       -1     

Flag	Coverage Δ
unit	93.24% <100.00%> (-0.01%)	⬇️

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
tests/test_proxy_functional.py	63.15% <100.00%> (ø)
tests/test_run_app.py	86.05% <0.00%> (-0.60%)	⬇️
aiohttp/client_ws.py	21.96% <0.00%> (ø)

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