TST: Skip pyarrow hanging in MacOS CI
xref https://github.com/pandas-dev/pandas/pull/45507

Saw this test hang a process while working on https://github.com/pandas-dev/pandas/pull/45478

```

2022-02-01T23:22:15.3331120Z pandas/tests/io/parser/test_unsupported.py::test_close_file_handle_on_invalid_usecols[c_high] 
2022-02-01T23:22:15.3377730Z [gw0] PASSED pandas/tests/io/parser/test_unsupported.py::test_close_file_handle_on_invalid_usecols[c_high] 
2022-02-01T23:22:15.4241640Z pandas/tests/io/parser/test_unsupported.py::test_close_file_handle_on_invalid_usecols[c_low] 
2022-02-01T23:22:15.6520590Z [gw0] PASSED pandas/tests/io/parser/test_unsupported.py::test_close_file_handle_on_invalid_usecols[c_low] 
2022-02-01T23:22:15.6527280Z pandas/tests/io/parser/test_unsupported.py::test_close_file_handle_on_invalid_usecols[python] 
2022-02-01T23:22:15.6529130Z [gw0] PASSED pandas/tests/io/parser/test_unsupported.py::test_close_file_handle_on_invalid_usecols[python] 
2022-02-01T23:22:16.0842680Z pandas/tests/io/parser/test_unsupported.py::test_close_file_handle_on_invalid_usecols[pyarrow] 
...
2022-02-02T00:20:32.2973430Z ##[error]The operation was canceled.
2022-02-02T00:20:32.3006150Z ##[section]Finishing: Test
```



@meeseeksdev backport 1.4.x Something went wrong ... Please have a look at my logs.