[ci] Install pyarrow in pytest workflow to silence pandas warnings.

[fjosw]

Yesterday's pandas 2.2.0 release includes the following warning:

DeprecationWarning: 
Pyarrow will become a required dependency of pandas in the next major release of pandas (pandas 3.0),
(to allow more performant data types, such as the Arrow string type, and better interoperability with other libraries)
but was not found to be installed on your system.
If this would cause problems for you,
please provide us feedback at https://github.com/pandas-dev/pandas/issues/54466

which causes our pytest pipeline to fail because of the strict -Werror setting.

This PR adds pip install pyarrow to the workflow which should silence the warning and fix our piepline.