DOC/TST: doctests leaving extraneous files
after running

``LINT=1 ci/code_check.sh``

we get some garbage left around

```
(pandas) bash-3.2$ git st
On branch PR_TOOL_MERGE_PR_23096
Untracked files:
  (use "git add <file>..." to include in what will be committed)

        df.parquet.gzip
        df_info.txt
        output.xlsx
        output1.xlsx

nothing added to commit but untracked files present (use "git add" to track)
```