gh-109485: Further improve test_future_stmt tests (#109486)

Add assertSyntaxError() which run tests with an additional docstring
and without docstring, and checks for the error message.

Lib/test/test_future_stmt/nested_scope.py

@@ -0,0 +1,10 @@
+"""This is a test"""
+
+from __future__ import nested_scopes; import site
+
+def f(x):
+    def g(y):
+        return x + y
+    return g
+
+result = f(2)(4)