GH-37307: [Python][CI] Manually skip tests with skip_with_pyarrow_str…

…ings marker for nightly dask integration tests (#37324)

### Rationale for this change

Dask added some tests with a custom `@ pytest.mark.skip_with_pyarrow_strings` mark, which ensures to skip some tests when pyarrow is installed. However, that skip doesn't work correctly when running the tests on an installed version of dask with `pytest --pyargs dask.tests`. 
Therefore manually skipping tests with that mark as a workaround.

* Closes: #37307

Authored-by: Joris Van den Bossche <[email protected]>
Signed-off-by: Joris Van den Bossche <[email protected]>

ci/scripts/integration_dask.sh

@@ -31,11 +31,13 @@ python -c "import dask.dataframe"
 # pytest -sv --pyargs dask.bytes.tests.test_hdfs
 # pytest -sv --pyargs dask.bytes.tests.test_local
 
-pytest -v --pyargs dask.dataframe.tests.test_dataframe
+# The "skip_with_pyarrow_strings" marker is meant to skip automatically, but that doesn't work with --pyargs, so de-selecting manually
+pytest -v --pyargs dask.dataframe.tests.test_dataframe -m "not skip_with_pyarrow_strings"
 pytest -v --pyargs dask.dataframe.io.tests.test_orc
 # skip failing parquet tests
 # test_pandas_timestamp_overflow_pyarrow is skipped because of GH-33321.
 pytest -v --pyargs dask.dataframe.io.tests.test_parquet \
-  -k "not test_pandas_timestamp_overflow_pyarrow"
+  -k "not test_pandas_timestamp_overflow_pyarrow" \
+  -m "not skip_with_pyarrow_strings and not xfail_with_pyarrow_strings"
 # this file contains parquet tests that use S3 filesystem
 pytest -v --pyargs dask.bytes.tests.test_s3