Fix the integration that currently do not run

[ahsimb]

Most tests in the directory integration_tests - all of them, except those in test_exporting_to_localstack_s3.py - are effectively disabled.

The tests in the integration_tests run most of the time with the localstack - the local AWS mock server. The localstack does not support SageMaker. However, we would like to have tests that test our python code without running it in the DB as UDFs, as the ci-tests do it.