Cleaner datadir management for some tests

[carmocca]

What does this PR do?

Mainly a test cleanup. Part of #15662

Does your PR introduce any breaking changes? If yes, please list them.

None

cc @Borda

[github-actions]

⚡ Required checks status: All passing 🟢

Groups summary

🟢 pytorch_lightning: Tests workflow

Check ID	Status
pl-cpu (macOS-11, pytorch, 3.8, 1.11)	success	✅
pl-cpu (macOS-11, pytorch, 3.9, 1.12)	success	✅
pl-cpu (macOS-11, pytorch, 3.10, 1.13)	success	✅
pl-cpu (macOS-11, pytorch, 3.8, 1.10, oldest)	success	✅
pl-cpu (ubuntu-20.04, pytorch, 3.8, 1.10)	success	✅
pl-cpu (ubuntu-20.04, pytorch, 3.9, 1.11)	success	✅
pl-cpu (ubuntu-20.04, pytorch, 3.10, 1.12)	success	✅
pl-cpu (ubuntu-20.04, pytorch, 3.10, 1.13)	success	✅
pl-cpu (ubuntu-20.04, pytorch, 3.7, 1.10, oldest)	success	✅
pl-cpu (windows-2022, pytorch, 3.9, 1.11)	success	✅
pl-cpu (windows-2022, pytorch, 3.10, 1.12)	success	✅
pl-cpu (windows-2022, pytorch, 3.10, 1.13)	success	✅
pl-cpu (windows-2022, pytorch, 3.7, 1.10, oldest)	success	✅
pl-cpu (slow, macOS-11, pytorch, 3.7, 1.11)	success	✅
pl-cpu (slow, ubuntu-20.04, pytorch, 3.7, 1.11)	success	✅
pl-cpu (slow, windows-2022, pytorch, 3.7, 1.11)	success	✅
pl-cpu (macOS-11, lightning, 3.8, 1.13)	success	✅
pl-cpu (ubuntu-20.04, lightning, 3.8, 1.13)	success	✅
pl-cpu (windows-2022, lightning, 3.8, 1.13)	success	✅

🟢 pytorch_lightning: Azure GPU

Check ID	Status
pytorch-lightning (GPUs)	success	✅

🟢 pytorch_lightning: Azure HPU

Check ID	Status
pytorch-lightning (HPUs)	success	✅

🟢 pytorch_lightning: Azure IPU

Check ID	Status
pytorch-lightning (IPUs)	success	✅

🟢 pytorch_lightning: Docs

Check ID	Status
make-doctest (pytorch)	success	✅
make-html (pytorch)	success	✅

🟢 mypy

Check ID	Status
mypy	success	✅

🟢 install

Check ID	Status
install-pkg (ubuntu-22.04, app, 3.7)	success	✅
install-pkg (ubuntu-22.04, app, 3.10)	success	✅
install-pkg (ubuntu-22.04, lite, 3.7)	success	✅
install-pkg (ubuntu-22.04, lite, 3.10)	success	✅
install-pkg (ubuntu-22.04, pytorch, 3.7)	success	✅
install-pkg (ubuntu-22.04, pytorch, 3.10)	success	✅
install-pkg (ubuntu-22.04, lightning, 3.7)	success	✅
install-pkg (ubuntu-22.04, lightning, 3.10)	success	✅
install-pkg (macOS-12, app, 3.7)	success	✅
install-pkg (macOS-12, app, 3.10)	success	✅
install-pkg (macOS-12, lite, 3.7)	success	✅
install-pkg (macOS-12, lite, 3.10)	success	✅
install-pkg (macOS-12, pytorch, 3.7)	success	✅
install-pkg (macOS-12, pytorch, 3.10)	success	✅
install-pkg (macOS-12, lightning, 3.7)	success	✅
install-pkg (macOS-12, lightning, 3.10)	success	✅
install-pkg (windows-2022, app, 3.7)	success	✅
install-pkg (windows-2022, app, 3.10)	success	✅
install-pkg (windows-2022, lite, 3.7)	success	✅
install-pkg (windows-2022, lite, 3.10)	success	✅
install-pkg (windows-2022, pytorch, 3.7)	success	✅
install-pkg (windows-2022, pytorch, 3.10)	success	✅
install-pkg (windows-2022, lightning, 3.7)	success	✅
install-pkg (windows-2022, lightning, 3.10)	success	✅

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