TST: Extract methods from TestXMySQL and TestXSQLite and remove
I haven't looked too closely, but in https://github.com/pandas-dev/pandas/pull/13611/files the `TestXMySql` tests were unconditionally skipped.

IIUC, these are the test using a DBAPI2 `Connection` object, which is deprecated? We should remove these tests if they aren't being run.