LGTM.com - false positive - 'noqa' suppression comments

**Description of the false positive**

LGTM.com rightfully complains that the _Except block handles 'BaseException'_. No worries here.

This issue is about suppression comments. Each linter comes with its own snytax:
* `noqa:E722` for [Flake8](https://flake8.pycqa.org/en/latest/user/violations.html#in-line-ignoring-errors)
* `lgtm [py/catch-base-exception]` for LGTM.com

Adding a different comment for each linter may end up with long and confusing lines of code. The standard for Python is Flake8 and its `noqa` comments. It would make sense to support Flake8 suppression comments in addition to LGTM.com suppression comments, when possible.

**URL to the alert on the project page on LGTM.com**

https://lgtm.com/projects/g/nilearn/nilearn/snapshot/0cd925e33787e277990b524efeba0c8125d04816/files/nilearn/datasets/func.py?sort=name&dir=ASC&mode=heatmap#x38df926fe033f5ae:1