[ENH] ensure all models are added to v1 testing, and all legacy tests are part of the frameworks

[fkiraly]

We now have prototypes for testing v1 and v2 interfaces.

However, they cover only part of the pre-existing tests.

We should:

• add all v1 models to the test framework
• then add all pre-existing tests that are found for all estimators to the test framework
• use this to review and refactor the v1 tests and package classes

Finally, this should be translated to v2, though that is a separate task possibly conditional on a consolidated API.