TST: run setitem tests for IntegerArray
Hello @jreback! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/core/arrays/integer.py`](https://github.com/jreback/pandas/blob/083ebd2d261c8eb536a71d98e62324d88f0657cd/pandas/core/arrays/integer.py) !

 - There are no PEP8 issues in the file [`pandas/tests/extension/test_integer.py`](https://github.com/jreback/pandas/blob/083ebd2d261c8eb536a71d98e62324d88f0657cd/pandas/tests/extension/test_integer.py) !

 noticed this when merging #23991 

@TomAugspurger is ``itemsize`` stricly required in Dtype? if so then i will mention it in the doc-string. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24054?src=pr&el=h1) Report
> :exclamation: No coverage uploaded for pull request base (`master@f06b969`). [Click here to learn what that means](https://docs.codecov.io/docs/error-reference#section-missing-base-commit).
> The diff coverage is `50%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24054/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24054?src=pr&el=tree)

```diff
@@            Coverage Diff            @@
##             master   #24054   +/-   ##
=========================================
  Coverage          ?   42.44%           
=========================================
  Files             ?      161           
  Lines             ?    51564           
  Branches          ?        0           
=========================================
  Hits              ?    21887           
  Misses            ?    29677           
  Partials          ?        0
```

| Flag | Coverage Δ | |
|---|---|---|
| #single | `42.44% <50%> (?)` | |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24054?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/arrays/integer.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2ludGVnZXIucHk=) | `38.06% <50%> (ø)` | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24054?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/24054?src=pr&el=footer). Last update [f06b969...0ec244a](https://codecov.io/gh/pandas-dev/pandas/pull/24054?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24054?src=pr&el=h1) Report
> Merging [#24054](https://codecov.io/gh/pandas-dev/pandas/pull/24054?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/f06b9694ef1bc5715f1736b28002cad5e21e7c5a?src=pr&el=desc) will **increase** coverage by `49.86%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/24054/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/24054?src=pr&el=tree)

```diff
@@             Coverage Diff             @@
##           master   #24054       +/-   ##
===========================================
+ Coverage   42.38%   92.25%   +49.86%     
===========================================
  Files         161      161               
  Lines       51699    51701        +2     
===========================================
+ Hits        21913    47696    +25783     
+ Misses      29786     4005    -25781
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.65% <100%> (?)` | |
| #single | `42.38% <50%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/24054?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/arrays/integer.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2ludGVnZXIucHk=) | `95.5% <100%> (+57.52%)` | :arrow_up: |
| [pandas/core/computation/pytables.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tcHV0YXRpb24vcHl0YWJsZXMucHk=) | `92.37% <0%> (+0.3%)` | :arrow_up: |
| [pandas/io/pytables.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3B5dGFibGVzLnB5) | `92.3% <0%> (+0.92%)` | :arrow_up: |
| [pandas/util/\_test\_decorators.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvX3Rlc3RfZGVjb3JhdG9ycy5weQ==) | `93.24% <0%> (+4.05%)` | :arrow_up: |
| [pandas/compat/\_\_init\_\_.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9fX2luaXRfXy5weQ==) | `58.36% <0%> (+8.17%)` | :arrow_up: |
| [pandas/core/config\_init.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29uZmlnX2luaXQucHk=) | `99.24% <0%> (+9.84%)` | :arrow_up: |
| [pandas/core/reshape/util.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS91dGlsLnB5) | `100% <0%> (+11.53%)` | :arrow_up: |
| [pandas/compat/numpy/\_\_init\_\_.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9udW1weS9fX2luaXRfXy5weQ==) | `92.85% <0%> (+14.28%)` | :arrow_up: |
| [pandas/core/computation/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tcHV0YXRpb24vY29tbW9uLnB5) | `85.71% <0%> (+14.28%)` | :arrow_up: |
| [pandas/core/api.py](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXBpLnB5) | `100% <0%> (+14.81%)` | :arrow_up: |
| ... and [120 more](https://codecov.io/gh/pandas-dev/pandas/pull/24054/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/24054?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/24054?src=pr&el=footer). Last update [f06b969...336ecfa](https://codecov.io/gh/pandas-dev/pandas/pull/24054?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 `itemsize` isn't part of the interface. I'm not sure it could be added, since we may have variable-width EAs. 

Probably want to add a docstring for your `Int*Dtype.itemsize`, since once won't be inherited.

LGTM otherwise. not sure why azure is not running on the personal builds. but this is ready @TomAugspurger  Agreed. We may want to hold off on merging larger changes, since I believe linting is now on azure, but this LGTM. But let's see if it runs for the merge build. If so, then we can merge things and followup as needed.