GH-50277: [CI][Python] Avoid using generators for test parametrization on newer Pytest (#50278)

### Rationale for this change

On the hypothesis tests we treat Warnings as errors and the job has been failing with the latest Pytest version (9.1.0). This is related to:
- pytest-dev/pytest#13409

With the latest pytest using generators for parametrization has been deprecated.

### What changes are included in this PR?

Change the generator that was causing the failures and return a list of supported_factories instead.

### Are these changes tested?

Yes both locally and the archery test that was failing.

### Are there any user-facing changes?

No

* GitHub Issue: #50277

Authored-by: Raúl Cumplido <raulcumplido@gmail.com>
Signed-off-by: Raúl Cumplido <raulcumplido@gmail.com>

Author: raulcd

python/pyarrow/tests/test_memory.py

@@ -38,9 +38,8 @@ def backend_factory(backend_name):
 
 
 def supported_factories():
-    yield pa.default_memory_pool
-    for backend_name in pa.supported_memory_backends():
-        yield backend_factory(backend_name)
+    factories = [pa.default_memory_pool]
+    return factories + [backend_factory(bn) for bn in pa.supported_memory_backends()]
 
 
 @contextlib.contextmanager