DEPS: Removing snappy from local/docs dependencies
- [X] xref #32417

The docs build should fail if snappy is required to build the docs, and should point out where it's being used. If it's not failed, I think this can be merged and we can remove snappy from the local and docs dependencies.

The parquet examples require snappy (so "the docs build should fail if snappy is required to build the docs" -> this is happening).

Snappy is not a hard requirement, but it would need some code edits to make the examples pass (specify a compression option manually). Personally I would just keep snappy in the env. (sorry, missed the discussion in the issue) Removing snappy from the local dependencies make the docs build fail (when calling `to_parquet` by default snappy is used, and we have that in the docs, including to show benchmarks). Closing this, as the main point was to test that, More details, and the discussion about options in the issue.