CLN: test_nanops.py
- [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).

Avoid `setup_method` being unnecessarily called on tests that don't require all the DataFrame/array objects that are being created
Hopefully addressed all the comments and green thx @mroeschke 