TEST: using XFAIL instead of SKIP where it is required

[samir-nasibli]

Description

[in progress]
Tests will be checked.
Assuming that skip needed to be used for env or sigsevs

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Checklist to comply with before moving PR from draft:

PR completeness and readability

• I have reviewed my changes thoroughly before submitting this pull request.
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Performance

• I have measured performance for affected algorithms using scikit-learn_bench and provided at least summary table with measured data, if performance change is expected.
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[icfaust]

just be careful, from the pytest docs: "Note that no other code is executed after the pytest.xfail() call, differently from the marker. That’s because it is implemented internally by raising a known exception"

[samir-nasibli]

/intelci: run

[samir-nasibli]

just be careful, from the pytest docs: "Note that no other code is executed after the pytest.xfail() call, differently from the marker. That’s because it is implemented internally by raising a known exception"

Thank you @icfaust ! better to use pytest.mark.xfail instead. Not for all cases applicable, will think about it and suggest