CI: test_round_sanity causing builds to fail

[phofl]

The failure is back. It breaks all of our builds that run this test now.

example:
https://github.com/pandas-dev/pandas/runs/8014709770?check_suite_focus=true

[simonjayhawkins]

#48242 is a backport PR and seeing these failures so need to at least milestone 1.5. We have a couple of PRs from @jorisvandenbossche that are ready to merge so if we see the failures on the backport of those can re-milestone 1.4.4

[mroeschke]

After we patch this temporarily, we can repurpose #47823 to track this flaky test.

[mroeschke]

Since #48245 patched over this temporarily, going to close in favor of #47823