BUG: test_compression leaves "pyarrow" file behind

[jbrockmendel]

Pandas version checks

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

Adding to conftest

import os

@pytest.fixture(autouse=True)
def check_files():
    orig = os.listdir(os.getcwd())
    yield
    end = os.listdir(os.getcwd())
    assert orig == end

Issue Description

pandas/tests/io/test_parquet.py::TestBasic::test_compression[pyarrow-None]

is the culprit, leaving behind a file just called "pyarrow"

Expected Behavior

N/A

Installed Versions

Replace this line with the output of pd.show_versions()