TST: Load iris and types data in sql tests as needed (#55265)

* Remove old commentary, clean up skipping sqlalchemy

* Refactor test

* Split out DatetimeColTZ test

* Clean some typos

* Make sure created db are torn down

* fix

* Just use double

* Fix calls

* For min version

* Fix import

* Don't special case for Engine

* Revert "Don't special case for Engine"

This reverts commit 2dfe32c.

* Retry begin

* Revert "Retry begin"

This reverts commit 6ca8934.