TST: Call tests just once with --dist=loadscope
Another try to what was tried in #26949. Before this PR the tests are called twice, once in a core for the tests that affect shared results, and once in parallel for the rest.

This PR makes a single call, and tests in the same scope (class or module) are granted to run in the same core, so no shared data problems should happen.

The tests being very slow was possibly caused by the proxy env variables, and not `--dist=loadscope`. But please check how long tests took before merging.
