Remove --strict-data-files on pytest by default
- closes #22683 
Explanation:
pytest gets the configuration from setup.cfg, witch forces the option "--strict-data-files" by default. This makes the test to fail on missing files that are not packaged (on pypi and in the github tarball).
Removing this line fixes the issue and the tests are skipped.

Cheers.
Elias.
Closing as a duplicate of https://github.com/pandas-dev/pandas/pull/22700