TST: Review if we are really testing with different locales
In the scripts for the CI, we set the locale with:
```
export LC_ALL="$LOCALE_OVERRIDE";
export LANG="$LOCALE_OVERRIDE";
```
and immediately later we display the locale detected by pandas:
```
pycmd='import pandas; print("pandas detected console encoding: %s" % pandas.get_option("display.encoding"))'
python -c "$pycmd"
```
(see https://github.com/pandas-dev/pandas/blob/master/ci/script_single.sh#L5)

Checking the logs, I can see how in the two builds where we specify locales, the output is:
```
# Linux py37_locale
2018-11-25T20:35:30.0051096Z Setting LC_ALL and LANG to zh_CN.UTF-8
2018-11-25T20:35:31.0423116Z pandas detected console encoding: UTF-8
```
and
```
# Linux py36_locale_slow
2018-11-25T20:37:45.3938178Z Setting LC_ALL and LANG to it_IT.UTF-8
2018-11-25T20:37:46.4791772Z pandas detected console encoding: UTF-8
```

And also in Travis:
```
# 2.7, locale, slow, old NumPy
Setting LC_ALL and LANG to zh_CN.UTF-8
pandas detected console encoding: UTF-8
```

I checked the logs for the PR https://github.com/pandas-dev/pandas/pull/23908 but I assume all are the same.

If I'm not misunderstanding anything, I think pandas is not detecting the locale we want to test with, and it's testing with the default `UTF8` locale, as in the rest of the tests.

CC: @jreback @TomAugspurger 