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TST: error in parquet tests on windows with new pyarrow exception #45344

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@jreback

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@jreback

see https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=72195&view=logs&j=9dd5e044-6afa-5be6-cb56-860f1ee82b31&t=d3ae057b-d0af-59ce-6e4c-b69ef3739701

================================== FAILURES ===================================
__________________________ test_arrowparquet_options __________________________
[gw1] win32 -- Python 3.8.12 C:\Miniconda\envs\pandas-dev\python.exe

fsspectest = <pandas.conftest.fsspectest.<locals>.TestMemoryFS object at 0x00000236F72FED90>

    @td.skip_if_no("pyarrow")
    def test_arrowparquet_options(fsspectest):
        """Regression test for writing to a not-yet-existent GCS Parquet file."""
        df = DataFrame({"a": [0]})
>       df.to_parquet(
            "testmem://test/test.csv",
            engine="pyarrow",
            compression=None,
            storage_options={"test": "parquet_write"},
        )

pandas\tests\io\test_fsspec.py:167: 
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
pandas\util\_decorators.py:207: in wrapper
    return func(*args, **kwargs)
pandas\core\frame.py:2842: in to_parquet
    return to_parquet(
pandas\io\parquet.py:420: in to_parquet
    impl.write(
pandas\io\parquet.py:195: in write
    self.api.parquet.write_table(
C:\Miniconda\envs\pandas-dev\lib\site-packages\pyarrow\parquet.py:1673: in write_table
    with ParquetWriter(
C:\Miniconda\envs\pandas-dev\lib\site-packages\pyarrow\parquet.py:544: in __init__
    filesystem, path = resolve_filesystem_and_path(where, filesystem)
C:\Miniconda\envs\pandas-dev\lib\site-packages\pyarrow\filesystem.py:455: in resolve_filesystem_and_path
    return _ensure_filesystem(filesystem), path
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _

fs = <pandas.conftest.fsspectest.<locals>.TestMemoryFS object at 0x00000236F72CAE80>

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