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The motivation for the test is to check that out-of-place cov2cor and cor2cov of Hermitian and Symmetric matrices only write to the active triangle. But it's a bit unreliable (see e.g. https://github.com/JuliaStats/StatsBase.jl/actions/runs/18417193235?pr=965) as we don't have any control over how the output matrix is actually initialized in

return cov2cor!(copyto!(similar(C, T), C), s)
and
return cor2cov!(copyto!(similar(C, T), C), s)
.

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The doctest error is fixed in #966.

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