CI/TST: Add network tests to CI
- [x] closes #43559
- [x] tests added / passed

No network tests were running on the CI, so adding these tests to PY38 and PY39 Linux, MacOS and Window builds

We might want to run these on the database builds as well and maybe a slow build. LGTM otherwise. > We might want to run these on the database builds as well and maybe a slow build

Hmm wouldn't that just be essentially duplicating the same tests in multiple PY38 or PY39 environments (AFAICT these tests don't depend on optional dependencies since it used urllib to make the network call)? > > We might want to run these on the database builds as well and maybe a slow build
> 
> Hmm wouldn't that just be essentially duplicating the same tests in multiple PY38 or PY39 environments (AFAICT these tests don't depend on optional dependencies since it used urllib to make the network call)?

yeah just a fast & slow build are fine can you only enable this on a few builds? the linux ones are prob enough (e.g. 1 fast and 1 slow) > can you only enable this on a few builds? the linux ones are prob enough (e.g. 1 fast and 1 slow)

These are enabled on:

Linux PY38
Linux PY39
MacOS PY38
Windows PY38
Windows PY39

which is good coverage IMO. Running on a slow build I don't think is worth it because it's equivalent to running on Linux PY38 twice.