[TST] Parse arrow_dtype as datetime index

[MCRE-BE]

• closes BUG: pd.read_csv error when parse_dates used on index_col for dtype_backend="pyarrow" #57930(Replace with the GitHub issue number)
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

[MCRE-BE]

As feedback :

• On my pandas version (not main as I don't have a C compiler), the returned dataframes have the following dtypes :
  • index : datetime64[ns]
  • int64[pyarrow]
    I would have expected the index to also be a pyarrow dtype, but unsure if I need to enforce that.

[MCRE-BE]

I checked some of the fails :

• The new test fails even if was stated to be working on main BUG: pd.read_csv error when parse_dates used on index_col for dtype_backend="pyarrow" #57930 (comment). Strange.
• There is an error on ISORT error, but Ruff corrects it differently 🙄

[github-actions]

This pull request is stale because it has been open for thirty days with no activity. Please update and respond to this comment if you're still interested in working on this.

[MCRE-BE]

Keep it open please 🫣

[mroeschke]

Thanks for the pull request, but it appears to have gone stale. If interested in continuing, please merge in the main branch, address any review comments and/or failing tests, and we can reopen.

[MCRE-BE]

@mroeschke : I have done all you requested.