[BUG] Pytest marker warnings from the tests

[simonzhaoms]

Description

There are a long list of PytestUnknownMarkWarnings making it difficult to identify the real errors in the tests.
For example, see the test outputs from the PR #1842

In which platform does it happen?

How do we replicate the issue?

Expected behavior (i.e. solution)

Other Comments

[miguelgfierro]

@simonzhaoms would you have time to work on this during the following days? The reason I'm asking is because it would also be nice to add the duration of the tests and maybe decouple the part where we build the library with the part we execute the tests, so it is easier to understand the logs. Right now we have everything in execute tests, see https://github.com/microsoft/recommenders/actions/runs/3485981939/jobs/5832009368

[simonzhaoms]

@miguelgfierro Sure, I can take a look today or tomorrow.