[ArrayManager] TST: enable IO tests
xref https://github.com/pandas-dev/pandas/issues/39146

This basically just adds IO testing to the set of tests we run for ArrayManager. I already added skips for JSON in the past (and now also for PyTables IO and pickle), so those are still skipped now as well.
Some failing SQL tests use `from_records` and will be fixed by https://github.com/pandas-dev/pandas/pull/40301 looks like array manager tests are reporting failures? Yes, there are still a few errors I need to skip (parquet test outside of test_parquet.py). But the strange thing is that the github action kept running, although the output shows it finished (6 failed, 7616 passed, 2180 skipped, 280 deselected, 23 xfailed, 3 xpassed in 192.71s (0:03:12)). But after the IO tests, it never continued with the next tests .. Now it's passing Going to merge, since this is just adding some skips for ArrayManager