TST(string_dtype): Refine scope of string xfail in test_http_headers (pandas-dev#60811)

(cherry picked from commit c430c61)

Author: WillAyd

pandas/tests/io/test_http_headers.py

@@ -85,7 +85,6 @@ def stata_responder(df):
         return bio.getvalue()
 
 
-@pytest.mark.xfail(using_string_dtype(), reason="TODO(infer_string)", strict=False)
 @pytest.mark.parametrize(
     "responder, read_method",
     [
@@ -108,6 +107,7 @@ def stata_responder(df):
                 td.skip_if_no("fastparquet"),
                 td.skip_if_no("fsspec"),
                 td.skip_array_manager_not_yet_implemented,
+                pytest.mark.xfail(using_string_dtype(), reason="TODO(infer_string"),
             ],
         ),
         (pickle_respnder, pd.read_pickle),