REF/TST: Add more pytest idiom to parsers tests
Adds more idiom to the following:

* `parser/skiprows` --> `parser/test_skiprows`
* `parser/na_values` --> `parser/test_na_values`
* `parser/parse_dates` -->` parser/test_parse_dates`
* `parser/multithread` --> `parser/test_multi_thread`

Also adds new test suite: `test_date_converters` (was previously hidden in `parser/parse_dates`)

Builds off of #23712.
Hello @gfyoung! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_multi_thread.py`](https://github.com/gfyoung/pandas/blob/9c4835bef41b73cad2d01986636f7c2c98919840/pandas/tests/io/parser/test_multi_thread.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_na_values.py`](https://github.com/gfyoung/pandas/blob/9c4835bef41b73cad2d01986636f7c2c98919840/pandas/tests/io/parser/test_na_values.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_parse_dates.py`](https://github.com/gfyoung/pandas/blob/9c4835bef41b73cad2d01986636f7c2c98919840/pandas/tests/io/parser/test_parse_dates.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_parsers.py`](https://github.com/gfyoung/pandas/blob/9c4835bef41b73cad2d01986636f7c2c98919840/pandas/tests/io/parser/test_parsers.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_skiprows.py`](https://github.com/gfyoung/pandas/blob/9c4835bef41b73cad2d01986636f7c2c98919840/pandas/tests/io/parser/test_skiprows.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/test_date_converters.py`](https://github.com/gfyoung/pandas/blob/9c4835bef41b73cad2d01986636f7c2c98919840/pandas/tests/io/test_date_converters.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23832?src=pr&el=h1) Report
> Merging [#23832](https://codecov.io/gh/pandas-dev/pandas/pull/23832?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/3e01c384b532e32872053bcd71e627c69ec61cb3?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23832/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23832?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #23832      +/-   ##
==========================================
- Coverage   92.29%   92.28%   -0.01%     
==========================================
  Files         161      161              
  Lines       51500    51500              
==========================================
- Hits        47531    47528       -3     
- Misses       3969     3972       +3
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.68% <ø> (-0.01%)` | :arrow_down: |
| #single | `42.31% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23832?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/23832/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.36% <0%> (-0.2%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23832?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/23832?src=pr&el=footer). Last update [3e01c38...2180379](https://codecov.io/gh/pandas-dev/pandas/pull/23832?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @gfyoung 