[ArrayManager] TST: Convert skip into xfail and clean-up tests that now work
xref https://github.com/pandas-dev/pandas/issues/39146

As discussed before, turning the generic "skip" into an "xfail", so it's easier to keep track of which tests start to pass (and also clean-up a whole bunch of tests that were indeed already passing). 
For parametrized tests, sometimes it's only a subset of the tests that are failing/passing. So for those cases, added a helper function that adds the xfail mark inside the test based on a condition (instead of as decorator for the full test).

thanks @jorisvandenbossche 