CI: Skip test_round_sanity tests due to failures
- [x] xref #48244 (Replace xxxx with the Github issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

This xfails the test for now to get the ci back to green. Does anybody have a better suggestion?

There's was a suggestion here. https://github.com/pandas-dev/pandas/issues/47933#issuecomment-1205909274

Let's try to fix it for real this time, though(I'm going to mark the issue as a blocker). Only if this is fast. All our builds are broken. We can mark the issue as a blocker and merge this till then Ok to merge @mroeschke ? The failures make seeing anything really hard Thanks @phofl. Yeah we can track an actual fix for this in https://github.com/pandas-dev/pandas/issues/47823 Thanks @meeseeksdev backport 1.4.x Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
git checkout 1.4.x
git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
git cherry-pick -x -m1 3d2033bec3c0272165bb41bc4c3226b2396c3130
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
git commit -am 'Backport PR #48245: CI: Skip test_round_sanity tests due to failures'
```

4. Push to a named branch:

```
git push YOURFORK 1.4.x:auto-backport-of-pr-48245-on-1.4.x
```

5. Create a PR against branch 1.4.x, I would have named this PR:

> "Backport PR #48245 on branch 1.4.x (CI: Skip test_round_sanity tests due to failures)"

And apply the correct labels and milestones.

Congratulations — you did some good work! Hopefully your backport PR will be tested by the continuous integration and merged soon!

Remember to remove the `Still Needs Manual Backport` label once the PR gets merged.

If these instructions are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                