CI: Add missing dependencies for skipped tests
- [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
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

@mroeschke On WSL am now seeing

```
======================================================= short test summary info =======================================================
FAILED pandas/tests/util/test_show_versions.py::test_show_versions - ImportError: Can't determine version for snappy
FAILED pandas/tests/util/test_show_versions.py::test_show_versions_console_json - ImportError: Can't determine version for snappy
FAILED pandas/tests/util/test_show_versions.py::test_show_versions_console - ImportError: Can't determine version for snappy
FAILED pandas/tests/util/test_show_versions.py::test_json_output_match - ImportError: Can't determine version for snappy
================== 4 failed, 161955 passed, 2224 skipped, 1414 xfailed, 23 xpassed, 43 warnings in 495.03s (0:08:15) ==================
```

```
_______________________________________________________ test_json_output_match ________________________________________________________
[gw5] linux -- Python 3.8.12 /home/simon/miniconda3/envs/pandas-dev/bin/python

capsys = <_pytest.capture.CaptureFixture object at 0x7fb2724e6640>
tmpdir = local('/tmp/pytest-of-simon/pytest-551/popen-gw5/test_json_output_match0')

    def test_json_output_match(capsys, tmpdir):
        # GH39701
>       pd.show_versions(as_json=True)

pandas/tests/util/test_show_versions.py:94: 
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
pandas/util/_print_versions.py:109: in show_versions
    deps = _get_dependency_info()
pandas/util/_print_versions.py:88: in _get_dependency_info
    mod = import_optional_dependency(modname, errors="ignore")
pandas/compat/_optional.py:149: in import_optional_dependency
    version = get_version(module_to_get)
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _

module = <module 'snappy' from '/home/simon/miniconda3/envs/pandas-dev/lib/python3.8/site-packages/snappy/__init__.py'>

    def get_version(module: types.ModuleType) -> str:
        version = getattr(module, "__version__", None)
        if version is None:
            # xlrd uses a capitalized attribute name
            version = getattr(module, "__VERSION__", None)
    
        if version is None:
            if module.__name__ == "brotli":
                # brotli doesn't contain attributes to confirm it's version
                return ""
>           raise ImportError(f"Can't determine version for {module.__name__}")
E           ImportError: Can't determine version for snappy

pandas/compat/_optional.py:75: ImportError
``` > @mroeschke On WSL am now seeing

also seeing on ubuntu server https://github.com/andrix/python-snappy/pull/119