TST: remove remaining files after test session.

[phmbressan]

Pull request type

• Code maintenance (refactoring, formatting, tests)

Checklist

• Lint (make format) has passed locally
• All tests (pytest tests -m slow --runslow) have passed locally
• CHANGELOG.md has been updated (if relevant)

Current behavior

Some MonteCarlo test files persist after running the standard pytest suite.

New behavior

Checks were added for identifying these files and removing them if necessary.

Breaking change

• Yes
• No

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 80.26%. Comparing base (20dc3be) to head (7f988fe).

Additional details and impacted files

@@           Coverage Diff            @@
##           develop     #862   +/-   ##
========================================
  Coverage    80.26%   80.26%           
========================================
  Files          104      104           
  Lines        12767    12767           
========================================
  Hits         10248    10248           
  Misses        2519     2519           

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