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GH-39849: [Python] Remove the use of pytest-lazy-fixture (#39850)

### Rationale for this change

Removing the use of `pytest-lazy-fixture` in our test suite as it is unmaintained.
Changes in this PR include:

- Remove the use of `pytest-lazy-fixture`
- Remove marks from fixtures to avoid future error, see
   ```
   PytestRemovedIn9Warning: Marks applied to fixtures have no effect
     See docs: https://docs.pytest.org/en/stable/deprecations.html#applying-a-mark-to-a-fixture-function
   ```
- Catch two different warnings in `def test_legacy_int_type()`

### Are these changes tested?

The changes affect the tests so they must pass.

### Are there any user-facing changes?

No.
* Closes: #39849

Lead-authored-by: AlenkaF <frim.alenka@gmail.com>
Co-authored-by: Joris Van den Bossche <jorisvandenbossche@gmail.com>
Signed-off-by: Joris Van den Bossche <jorisvandenbossche@gmail.com>