REF/TST: Finish pytest idiom in parser tests
Adds more idiom to the following:

* `parser/usecols` --> `parser/test_usecols`
* `parser/quoting` --> `parser/test_quoting`
* `parser/common` --> `parser/test_common`
* `parser/python_parser_only` --> `parser/test_python_parser_only`

Also:

* Finally delete `parser/test_parsers`! 🎉 
* Small bug in `capture_stdout` in which we forgot to use `compat.wraps`.

Builds off of #23712.
Hello @gfyoung! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/conftest.py`](https://github.com/gfyoung/pandas/blob/97ebb2949270467314a1ff96f314a011d77f9bbb/pandas/tests/io/parser/conftest.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_c_parser_only.py`](https://github.com/gfyoung/pandas/blob/97ebb2949270467314a1ff96f314a011d77f9bbb/pandas/tests/io/parser/test_c_parser_only.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_common.py`](https://github.com/gfyoung/pandas/blob/97ebb2949270467314a1ff96f314a011d77f9bbb/pandas/tests/io/parser/test_common.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_python_parser_only.py`](https://github.com/gfyoung/pandas/blob/97ebb2949270467314a1ff96f314a011d77f9bbb/pandas/tests/io/parser/test_python_parser_only.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_quoting.py`](https://github.com/gfyoung/pandas/blob/97ebb2949270467314a1ff96f314a011d77f9bbb/pandas/tests/io/parser/test_quoting.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_usecols.py`](https://github.com/gfyoung/pandas/blob/97ebb2949270467314a1ff96f314a011d77f9bbb/pandas/tests/io/parser/test_usecols.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23863?src=pr&el=h1) Report
> Merging [#23863](https://codecov.io/gh/pandas-dev/pandas/pull/23863?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/20ae4543c1d8838f52229830bfae0cc8626801bb?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23863/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23863?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #23863      +/-   ##
==========================================
+ Coverage   92.28%   92.29%   +<.01%     
==========================================
  Files         161      161              
  Lines       51500    51500              
==========================================
+ Hits        47528    47533       +5     
+ Misses       3972     3967       -5
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.69% <100%> (ø)` | :arrow_up: |
| #single | `42.43% <100%> (+0.11%)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23863?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/23863/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `86.09% <100%> (ø)` | :arrow_up: |
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/23863/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.29% <0%> (-0.07%)` | :arrow_down: |
| [pandas/io/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/23863/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2NvbW1vbi5weQ==) | `72.86% <0%> (+2.32%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23863?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23863?src=pr&el=footer). Last update [20ae454...d35a2c4](https://codecov.io/gh/pandas-dev/pandas/pull/23863?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks!