Extract dask and spark test into distributed test. (#8395)

- Move test files.
- Run spark and dask separately to prevent conflicts.
- Gather common code into the testing module.

.github/workflows/python_tests.yml

@@ -125,7 +125,7 @@ jobs:
     - name: Test Python package
       shell: bash -l {0}
       run: |
-        pytest -s -v ./tests/python
+        pytest -s -v -rxXs --durations=0 ./tests/python
 
   python-tests-on-macos:
     name: Test XGBoost Python package on ${{ matrix.config.os }}
@@ -177,4 +177,9 @@ jobs:
     - name: Test Python package
       shell: bash -l {0}
       run: |
-        pytest -s -v ./tests/python
+        pytest -s -v -rxXs --durations=0 ./tests/python
+
+    - name: Test Dask Interface
+      shell: bash -l {0}
+      run: |
+        pytest -s -v -rxXs --durations=0 ./tests/test_distributed/test_with_dask