TST: Skip leaky test on Python 3.10
- [ ] xref #41935 (we should close after updating MacPython)
- [ ] tests added / passed
- [ ] 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
- [ ] whatsnew entry

This test seems to be leaking on Python 3.10, causing subsequent tests to fail with a cryptic and flaky error. Let's skip it.
This unblocks official Python 3.10 support.
I am not fixing the test since my first attempt at fixing the leakiness failed and I don't understand and don't have time to fix the problem.

If this works, we can revert #41990.