CI: Xfails on Python 3.10
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

~~The Python 3.10 CI is actually red, but the continue-on-error flag makes it so that the job is not failed. WIP because tests actually have to be fixed.~~
Added Xfails for some tests. Pretty much green except for #41935