CI: Skip flaky test that fails Azure to make pipeline succeed
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

I'd like to try to troubleshoot the failure before suppressing it.  Especially since its windows, once it is xfailed it is likely to slip through the cracks for a long time. agree! i did not know how to test in windows environment, thus hard to debug for me... so I was trying to avoid it by directly suppressing the issue. @jbrockmendel this suppressing is definitely not long term