feat: Skip creation of db file when using in-memory sqlite db

[austinguo550]

This is a draft PR to run CI checks - local dev setup is super broken and I'm short on time

What this PR does / why we need it:

Which issue(s) this PR fixes:

Fixes #

[feast-ci-bot]

[APPROVALNOTIFIER] This PR is NOT APPROVED

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[codecov-commenter]

Codecov Report

Merging #3093 (b4c8913) into master (9f221e6) will decrease coverage by 8.83%. The diff coverage is 66.66%.

@@            Coverage Diff             @@
##           master    #3093      +/-   ##
==========================================
- Coverage   67.12%   58.28%   -8.84%     
==========================================
  Files         173      207      +34     
  Lines       15110    17016    +1906     
==========================================
- Hits        10142     9918     -224     
- Misses       4968     7098    +2130     

Flag	Coverage Δ
integrationtests	?
unittests	58.28% <66.66%> (?)

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
sdk/python/feast/infra/online_stores/sqlite.py	93.79% <66.66%> (+9.54%)	:arrow_up:
...sts/integration/registration/test_universal_cli.py	20.20% <0.00%> (-79.80%)	:arrow_down:
...ts/integration/offline_store/test_offline_write.py	26.08% <0.00%> (-73.92%)	:arrow_down:
...fline_store/test_universal_historical_retrieval.py	28.75% <0.00%> (-71.25%)	:arrow_down:
...ests/integration/e2e/test_python_feature_server.py	29.50% <0.00%> (-70.50%)	:arrow_down:
...dk/python/tests/integration/e2e/test_validation.py	27.55% <0.00%> (-69.30%)	:arrow_down:
...s/integration/registration/test_universal_types.py	32.25% <0.00%> (-67.75%)	:arrow_down:
sdk/python/feast/infra/online_stores/redis.py	28.39% <0.00%> (-66.67%)	:arrow_down:
sdk/python/tests/integration/e2e/test_usage_e2e.py	33.87% <0.00%> (-66.13%)	:arrow_down:
sdk/python/tests/data/data_creator.py	34.78% <0.00%> (-65.22%)	:arrow_down:
... and 156 more

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