[sqllogictest] Remove integration-tests directory

[alamb]

Is your feature request related to a problem or challenge? Please describe what you are trying to do.
#4834 adds a way to run sqllogictests using postgres 🦾 (kudos to @melgenek )

This now duplicates the coverage in https://github.com/apache/arrow-datafusion/tree/master/integration-tests as described in #4462

Describe the solution you'd like
Remove https://github.com/apache/arrow-datafusion/tree/master/integration-tests and the CI checks that use it

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

Additional context
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