[WIP][SPARK-38493][PS][FOLLOWUP] Improve more coverage for Pandas API on Spark

[itholic]

What changes were proposed in this pull request?

Followup for https://github.com/apache/spark/pull/37294, to improve test coverage by adding more tests.

Why are the changes needed?

To improve the test coverage more.

Does this PR introduce any user-facing change?

No

How was this patch tested?

Unittests

[itholic]

Put more tests for pandas-on-Spark test coverage.

cc @HyukjinKwon @ueshin @xinrong-meng @zhengruifeng FYI

[HyukjinKwon]

Merged to master.