CLN: Clean _test_moments_consistency in common.py
- [ ] xref #30486 #30542 
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

thanks @charlesdong1991 

ok now that you have cleaned up some of this. what I *really* want is to break up these giant consistency tests into much smaller tests. Love for you to have a go at this.

Also using fixtures for creating (rather than the setup methods) is a plus
moving helper functions out of the classes would be good; just make free functions.

just do small pieces incrementally. thanks!