I think we need a test for this new feature DataFrame::write_parquet

[alamb]

          I think we need a test for this new feature `DataFrame::write_parquet`

I took a look around and I didn't see any good existing tests sadly. This is what I found.

https://github.com/apache/arrow-datafusion/blob/4d389c2590370d85bfe3af77f5243d5b40f5a222/datafusion/core/src/datasource/physical_plan/parquet/mod.rs#L2070

I'll make a short PR to move those tests into the dataframe tests to make it more discoverable

Originally posted by @alamb in #9240 (comment)

[alamb]

Actually, let's do this as part of #9237

#9237 (comment)