[ArrayManager] TST: include subset of ArrayManager tests in all CI builds
xref #39146

@jreback @jbrockmendel as discussed, I am trying here the idea to run a specific subet of tests most relevant for the ArrayManager on each of the builds (right now testing with `/frame/` tests). 

For that, I added an "arraymanager" mark, and then doing a second pytest run with this mark activated. 

(there are still some actual failures discovered by this to look at / solve) is the test_median failure a false-positive? No, that was an actual failure (forgot a colon in the `filterwarnings` signature) This is all green now. 

For now, it only adds the /frame/ tests, we can later add the mark to more tests if we want. With only the frame tests, this currently adds eg 135s in the "actions-38.yaml, not slow and not network and not clipboard" build (so 2min to an overall of 42min), which I think is fine. > so 2min to an overall of 42min), which I think is fine

Agreed.  Do you expect to keep adding to this though? >  Do you expect to keep adding to this though?

Some I suppose, but I think we can evaluate that one at a time when actually adding it whether it adds too much time or not. 
(eg the full `pandas/tests/indexing` takes less than a minute)
 looks good, can you rebase once more just to make sure (merged a bunch of things) Rebased, and all green. @jorisvandenbossche is this the source of the codecov CI failure?  looks like it wasnt green when merged, but the codecov failure may have predated this. >  looks like it wasnt green when merged, but the codecov failure may have predated this.

Ah, yes, sorry, I generally ignore codecov failures since they have been so flaky in the past (but maybe that's better now), but I missed that it wasn't the "patch" coverage that was failing, but the "project" one.

I suppose just removing the coverage from the ArrayManager pytest invocation should fix it. Will do a PR.
 https://github.com/pandas-dev/pandas/pull/40711