DEPR: deprecated nonkeyword arguments in to_parquet
- [x] xref #54229 
- [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
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added an entry in the latest `doc/source/whatsnew/v2.2.0.rst` file if fixing a bug or adding a new feature.

@mroeschke can you please help me understand what's causing this error?
>AssertionError: Warning not set with correct stacklevel. File where warning is raised: /home/runner/micromamba/envs/test/lib/python3.9/site-packages/pyarrow/pandas_compat.py != /home/runner/work/pandas/pandas/pandas/tests/io/test_parquet.py. Warning message: is_sparse is deprecated and will be removed in a future version. Check `isinstance(dtype, pd.SparseDtype)` instead. You can set `check_stacklevel=False` for your test. Seems like a 3rd party warning is messing up the stacklevel checking @mroeschke still getting some error like this. Can you please help on this?

> pandas/tests/io/test_parquet.py::test_parquet_pos_args_deprecation - ImportError: Unable to find a usable engine; tried using: 'pyarrow', 'fastparquet'.
A suitable version of pyarrow or fastparquet is required for parquet support. Thanks @rsm-23 