Skip tests that are not supposed to run during conda

[freddyaboulton]

Pull Request Description

Fixes broken conda build (https://github.com/alteryx/evalml/runs/4447336097?check_suite_focus=true) after #3126

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After creating the pull request: in order to pass the release_notes_updated check you will need to update the "Future Release" section of docs/source/release_notes.rst to include this pull request by adding :pr:123.

[codecov]

Codecov Report

Merging #3127 (69073fe) into main (16e7e67) will decrease coverage by 0.1%.
The diff coverage is 63.7%.

@@           Coverage Diff           @@
##            main   #3127     +/-   ##
=======================================
- Coverage   99.7%   99.7%   -0.0%     
=======================================
  Files        317     317             
  Lines      30679   30685      +6     
=======================================
+ Hits       30579   30581      +2     
- Misses       100     104      +4     

Impacted Files	Coverage Δ
evalml/tests/conftest.py	96.5% <33.4%> (-0.5%)	⬇️
...alml/tests/component_tests/test_arima_regressor.py	100.0% <100.0%> (ø)
...ml/tests/component_tests/test_prophet_regressor.py	100.0% <100.0%> (ø)
...nent_tests/test_vowpal_wabbit_binary_classifier.py	100.0% <100.0%> (ø)
..._tests/test_vowpal_wabbit_multiclass_classifier.py	100.0% <100.0%> (ø)
...ts/component_tests/test_vowpal_wabbit_regressor.py	100.0% <100.0%> (ø)

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[freddyaboulton]

We have coverage for this in build_conda_pkg: https://github.com/alteryx/evalml/runs/4448106079?check_suite_focus=true

[jeremyliweishih]

thanks for fixing!!