[CI] Fix typo in Semgrep config

[bveeramani]

Why are these changes needed?

#38126 attempted to correct an unnecessary newline in the error message:

         Don't use 'code-block:: python', it's not tested! Use 'testcode'
  instead! For more
          information, see
  https://docs.ray.io/en/master/ray-contribute/writing-code-snippets.html.

But, the updated error message is missing quotes. As a result, the CI is always passing.

Related issue number

Checks

• I've signed off every commit(by using the -s flag, i.e., git commit -s) in this PR.
• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/master/.
  • I've added any new APIs to the API Reference. For example, if I added a
    method in Tune, I've added it in doc/source/tune/api/ under the
    corresponding .rst file.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(