[MNT] Fix code scanning alert - Commented-out code

[RNKuhns]

Tracking issue for:

• https://github.com/sktime/skbase/security/code-scanning/7

@fkiraly can you take a look at this. Do we want this test (and therefore should uncomment and get it working)? Or do we want to remove it?

[arnavk23]

@fkiraly wasn't able to see this link. I think this issue is no longer active.