TST: Make test_sql.py parallelizable #21075

Job	Run time
Linux-32-bit	56s
Linux-Musl	57s
python-dev (macOS-13)	1m 8s
python-dev (macOS-14)	1m 12s
python-dev (ubuntu-22.04)	1m 8s
python-dev (windows-latest)	56s
macos-13 actions-310.yaml	54s
macos-13 actions-311.yaml	59s
macos-13 actions-312.yaml	1m 3s
macos-14 actions-310.yaml	59s
macos-14 actions-311.yaml	58s
macos-14 actions-312.yaml	57s
windows-latest actions-311.yaml	56s
windows-latest actions-312.yaml	57s
windows-latest actions-310.yaml	55s
Pyodide build	56s
python-freethreading	1m 3s
ubuntu-latest actions-310.yaml	1m 4s
Minimum Versions	59s
ubuntu-latest actions-311.yaml	1m 3s
Future infer strings (without pyarrow)	56s
Locale: zh_CN	1m 8s
Locale: it_IT	1m 6s
Downstream Compat	58s
Numpy Dev	1m 4s
Pyarrow Nightly	55s
ubuntu-latest actions-312.yaml	1m 6s
Future infer strings	1m 4s
Pypy	55s
	29m 12s

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