Add tests to ensure BQIO Export (Python SDK) Works as intended.

### What happened?

https://github.com/apache/beam/pull/26270 introduced a regression that was caught manually- that is, when using ReadFromBigQuery IO (Python SDK) Export mode, files are exported to GCS, read from GCS, then deleted from GCS.

We should ensure that the files are actually deleted from GCS.

### Issue Priority

Priority: 3 (minor)

### Issue Components

- [X] Component: Python SDK
- [ ] Component: Java SDK
- [ ] Component: Go SDK
- [ ] Component: Typescript SDK
- [X] Component: IO connector
- [ ] Component: Beam examples
- [ ] Component: Beam playground
- [ ] Component: Beam katas
- [ ] Component: Website
- [ ] Component: Spark Runner
- [ ] Component: Flink Runner
- [ ] Component: Samza Runner
- [ ] Component: Twister2 Runner
- [ ] Component: Hazelcast Jet Runner
- [ ] Component: Google Cloud Dataflow Runner