[tests] set overwrite_modular_index=True in tests

[sayakpaul]

Otherwise, we get the following warning

FutureWarning: The default of `overwrite_modular_index` in `ModularPipeline.save_pretrained` changed from 
  `False` to `True`: the saved `modular_model_index.json` now points each saved component at the destination (the 
  save directory, or `repo_id` when pushing to the Hub). Pass `overwrite_modular_index=False` to keep the 
  previously recorded loading specs, or pass `True` explicitly to silence this warning.

Also, add a test to ensure that the warning is raised.