TST: xfail test_arrowparquet_options for windows
- [x] xref #45344
- [ ] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them

xfailing for now to get the CI to green
See also the discussion in https://github.com/pandas-dev/pandas/issues/45344, updating the pyarrow pin to 2 in

https://github.com/pandas-dev/pandas/blob/5b2f4a531f38b8cc8a0b372aeae09c1d94fc99e8/ci/deps/azure-windows-38.yaml#L26


is probably the "proper" fix that doesn't need an xfail.
