TST: Remove __init__ statements in testing
We should never have had `__init__` in a test case (even with the old `nose` paradigm).

Closes #16235.

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=h1) Report
> Merging [#16238](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/2002da33b0a755fcf7ef64b2c87ca4252f0e7df0?src=pr&el=desc) will **increase** coverage by `0.09%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16238/graphs/tree.svg?src=pr&token=eZ4WkYLtcO&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #16238      +/-   ##
==========================================
+ Coverage   90.24%   90.34%   +0.09%     
==========================================
  Files         164      164              
  Lines       50894    50894              
==========================================
+ Hits        45930    45979      +49     
+ Misses       4964     4915      -49
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.12% <ø> (+0.11%)` | :arrow_up: |
| #single | `40.3% <ø> (-0.1%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `90.68% <0%> (-0.35%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.58% <0%> (-0.1%)` | :arrow_down: |
| [pandas/\_version.py](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree#diff-cGFuZGFzL192ZXJzaW9uLnB5) | `44.65% <0%> (+1.9%)` | :arrow_up: |
| [pandas/core/config.py](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29uZmlnLnB5) | `88.09% <0%> (+18.36%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16238?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/16238?src=pr&el=footer). Last update [2002da3...35cfd34](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=h1) Report
> Merging [#16238](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/2002da33b0a755fcf7ef64b2c87ca4252f0e7df0?src=pr&el=desc) will **increase** coverage by `0.09%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16238/graphs/tree.svg?src=pr&width=650&token=eZ4WkYLtcO&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #16238      +/-   ##
==========================================
+ Coverage   90.24%   90.34%   +0.09%     
==========================================
  Files         164      164              
  Lines       50894    50894              
==========================================
+ Hits        45930    45979      +49     
+ Misses       4964     4915      -49
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.12% <ø> (+0.11%)` | :arrow_up: |
| #single | `40.3% <ø> (-0.1%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `90.68% <0%> (-0.35%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.58% <0%> (-0.1%)` | :arrow_down: |
| [pandas/\_version.py](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree#diff-cGFuZGFzL192ZXJzaW9uLnB5) | `44.65% <0%> (+1.9%)` | :arrow_up: |
| [pandas/core/config.py](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29uZmlnLnB5) | `88.09% <0%> (+18.36%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16238?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/16238?src=pr&el=footer). Last update [2002da3...35cfd34](https://codecov.io/gh/pandas-dev/pandas/pull/16238?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks!