TST: Move some window/moments tests to test_ewm
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them

Since some tests are not running on `windows/moments` (https://github.com/pandas-dev/pandas/issues/37535), moving some lighter ewm tests to `test_ewm.py`