Create integration tests for `pandas` and `sqlalchemy`

[Taragolis]

Body

Follow up: #37748 (comment)

We had a problem with indirect dependencies between pandas and sqlaclhemy which reported in #37742.

Simple solution for avoid this situation in the future is create a simple integration tests for pandas (MySQL and Postgres and maybe SQLite) which obtain result by pandas.read_sql and save it by pandas.DataFrame.to_sql

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