BLD: Make sure to copy ZIP files for parser tests
The ZIP file wasn't listed in `setup.py` from #18091.

Will merge on green.
good point. thanks @gfyoung  # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18108?src=pr&el=h1) Report
> Merging [#18108](https://codecov.io/gh/pandas-dev/pandas/pull/18108?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/3268f4e976a42065db3dcbc869f0c73adc0c7522?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18108/graphs/tree.svg?src=pr&width=650&token=eZ4WkYLtcO&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/18108?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18108      +/-   ##
==========================================
- Coverage   91.25%   91.23%   -0.02%     
==========================================
  Files         163      163              
  Lines       50123    50123              
==========================================
- Hits        45741    45732       -9     
- Misses       4382     4391       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.05% <ø> (ø)` | :arrow_up: |
| #single | `40.32% <ø> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18108?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18108?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18108?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.75% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18108?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18108?src=pr&el=footer). Last update [3268f4e...a14fc58](https://codecov.io/gh/pandas-dev/pandas/pull/18108?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 did you port to the 0.21.x branch? don't do that. we will move everything all at once in the order it was done. otherwise you can get conflicts. Oops, my bad.  I thought that was what the backport label meant for us to do.  Feel free to remove or revert (which ever is easiest). no, it means we *should* do it, but don't do it now. Yeah, that's what I meant.  Should I just remove those two commits from the branch then? no its fine