CI: Mark network test as xfail
- [x] xref #39155
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them

https://github.com/pandas-dev/pandas/issues/39155#issuecomment-759783358
