Fix arrow memory checks issue in tests
The tests currently fail on `master` because the arrow memory verification doesn't return the expected memory evolution when loading an arrow table in memory.
From my experiments, the tests fail only when the full test suite is ran.
This made me think that maybe some arrow objects from other tests were not freeing their memory until they do and cause the memory verifications to fail in other tests.

Collecting the garbage collector before checking the arrow memory usage seems to fix this issue.
I added a context manager `assert_arrow_memory_increases` that we can use in tests and that deals with the gc.