[TST] Parse arrow_dtype as datetime index

[MCRE-BE]

• closes BUG: pd.read_csv error when parse_dates used on index_col for dtype_backend="pyarrow" #57930(Replace with the GitHub issue number)
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

[MCRE-BE]

As feedback :

• On my pandas version (not main as I don't have a C compiler), the returned dataframes have the following dtypes :
  • index : datetime64[ns]
  • int64[pyarrow]
    I would have expected the index to also be a pyarrow dtype, but unsure if I need to enforce that.

[MCRE-BE]

I checked some of the fails :

• The new test fails even if was stated to be working on main BUG: pd.read_csv error when parse_dates used on index_col for dtype_backend="pyarrow" #57930 (comment). Strange.
• There is an error on ISORT error, but Ruff corrects it differently 🙄