Fix ConfigurationError deserialization

[ojomio]

Fixes #5318 .

Changes proposed in this pull request:

• Overrides BaseException.__reduce__() to include message value in the args passed down to cls(which in turn calls __new__ and then __init__)

Before submitting

• I've read and followed all steps in the Making a pull request
  section of the CONTRIBUTING docs.
• I've updated or added any relevant docstrings following the syntax described in the
  Writing docstrings section of the CONTRIBUTING docs.
• If this PR fixes a bug, I've added a test that will fail without my fix.
• If this PR adds a new feature, I've added tests that sufficiently cover my new functionality.

After submitting

• All GitHub Actions jobs for my pull request have passed.
• codecov/patch reports high test coverage (at least 90%).
  You can find this under the "Actions" tab of the pull request once the other checks have finished.

[epwalsh]

LGTM!

[epwalsh]

Looks like you're missing an import of pickle in the test though.