[MNT] speed up test_probabilistic_metrics by explicit fixture generation instead of using forecaster fit/predict

[Ram0nB]

Reference Issues/PRs

#2890

What does this implement/fix? Explain your changes.

Explicit prediction generation rather than via the NaiveForecaster/NaiveVariance to speed up testing

Does your contribution introduce a new dependency? If yes, which one?

No

Any other comments?

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[fkiraly]

Thanks, much obliged! Looks like this shaved off a minute from the tests! We are approaching the 10min event horizon :-)

The docs failure appears unrelated to me, see here: #5117

Intending to merge this after 0.22.0 release which is imminent, i.e., in a couple days, until then others can also have a look.