CLN: Use more pytest idioms in test_momemts_ewm.py
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Use `pytest.mark.parameterize` and unnest helper test functions
thanks @mroeschke follows welcome (per @simonjayhawkins comments)