TST: automatically skip SQL tests if no database is set up

[jorisvandenbossche]

I think our goal should still be that the tests "pass" by default (if you followed the instructions to create a dev environment), meaning that the SQL tests should automatically skip if you don't have a database set up.

I don't know if that is easy (because we also don't want to silently skip those tests on CI if for example something goes wrong with the database set up, so we would need a way to force them being run on CI?)

Originally posted by @jorisvandenbossche in #48060 (comment)

[lopof]

A start could be adding to test_sql.py to run only when the variable "CI" is set (default in github jobs https://docs.github.com/en/actions/learn-github-actions/variables#default-environment-variables):

if not os.getenv("CI"):
    pytest.skip("Run only in CI", allow_module_level=True)