TST: Remove test_pickle_generalurl_read in favor of test_request_headers
`test_pickle_generalurl_read` appears redundant with `pandas/tests/io/test_http_headers.py::test_request_headers` where the latter uses the `httpserver` fixture and doesn't attempt to patch `urllib.request.urlopen`.

I was seeing `test_pickle_generalurl_read` being particularly slow in the cudf test suite, but best to remove this test as it's redundant.
Merging. But happy to follow up if needed