REF/TST: Add more pytest idiom to parsers tests
Adds more idiom to the following:

* `parser/header` --> `parser/test_header`
* `parser/dtypes` --> `parser/test_dtypes`
* `parser/index_col` --> `parser/test_index_col`
* `parser/mangle_dupes` --> `parser/test_mangle_dupes`

Builds off of #23712.
Hello @gfyoung! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_dtypes.py`](https://github.com/gfyoung/pandas/blob/cb629d04139cea009a86b0fbe01609883512a026/pandas/tests/io/parser/test_dtypes.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_header.py`](https://github.com/gfyoung/pandas/blob/cb629d04139cea009a86b0fbe01609883512a026/pandas/tests/io/parser/test_header.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_index_col.py`](https://github.com/gfyoung/pandas/blob/cb629d04139cea009a86b0fbe01609883512a026/pandas/tests/io/parser/test_index_col.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_mangle_dupes.py`](https://github.com/gfyoung/pandas/blob/cb629d04139cea009a86b0fbe01609883512a026/pandas/tests/io/parser/test_mangle_dupes.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/test_parsers.py`](https://github.com/gfyoung/pandas/blob/cb629d04139cea009a86b0fbe01609883512a026/pandas/tests/io/parser/test_parsers.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23810?src=pr&el=h1) Report
> Merging [#23810](https://codecov.io/gh/pandas-dev/pandas/pull/23810?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/df5eeece8ed28462832ee6e762192629c446670c?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23810/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23810?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #23810   +/-   ##
=======================================
  Coverage   92.28%   92.28%           
=======================================
  Files         161      161           
  Lines       51457    51457           
=======================================
  Hits        47489    47489           
  Misses       3968     3968
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.68% <ø> (ø)` | :arrow_up: |
| #single | `42.31% <ø> (ø)` | :arrow_up: |


------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23810?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/23810?src=pr&el=footer). Last update [df5eeec...73bdfad](https://codecov.io/gh/pandas-dev/pandas/pull/23810?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks!