TST: Add missing skips for unavailable pyarrow
The `all_parsers` fixture has this check, but some of the other fixtures were missing it.

- [n/a] closes #xxxx (Replace xxxx with the GitHub issue number)
- [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).
- [n/a] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Given #54466, this is primarily targeted at getting backported to 2.2.x. This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. This isn't waiting for me, AFAICT. Thanks for the pull request, but it appears to have gone stale. If interested in continuing, please merge in the main branch, address any review comments and/or failing tests, and we can reopen. Again, it was [waiting for you to reply](https://github.com/pandas-dev/pandas/pull/57397#discussion_r1488731996). OK sorry I missed that. Could you resolve the merge conflict? It appears another PR fixed the problem this PR was trying to solve. Sorry we weren't able to get this in in the meantime, but closing this PR out.