Do not remove work dir mid test

[mariumof]

Description of changes:

Style and formatting:

I have run pre-commit install && pre-commit run --all-files to ensure that auto-formatting happens with every commit.

Issue number, if available

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[codecov-commenter]

Codecov Report

Merging #584 (ebe1c7f) into master (8b6becd) will decrease coverage by 21.33%. The diff coverage is n/a.

@@             Coverage Diff             @@
##           master     #584       +/-   ##
===========================================
- Coverage   75.06%   53.72%   -21.34%     
===========================================
  Files         127      117       -10     
  Lines       11171    10693      -478     
===========================================
- Hits         8385     5745     -2640     
- Misses       2786     4948     +2162     

Impacted Files	Coverage Δ
smdebug/mxnet/__init__.py	0.00% <0.00%> (-100.00%)	:arrow_down:
smdebug/pytorch/__init__.py	0.00% <0.00%> (-100.00%)	:arrow_down:
smdebug/mxnet/singleton_utils.py	0.00% <0.00%> (-100.00%)	:arrow_down:
smdebug/pytorch/singleton_utils.py	0.00% <0.00%> (-100.00%)	:arrow_down:
...ug/profiler/analysis/utils/pandas_data_analysis.py	0.00% <0.00%> (-98.43%)	:arrow_down:
smdebug/profiler/analysis/utils/merge_timelines.py	0.00% <0.00%> (-97.52%)	:arrow_down:
smdebug/profiler/analysis/python_stats_reader.py	0.00% <0.00%> (-94.29%)	:arrow_down:
...debug/profiler/analysis/python_profile_analysis.py	0.00% <0.00%> (-91.74%)	:arrow_down:
smdebug/pytorch/collection.py	0.00% <0.00%> (-90.91%)	:arrow_down:
...er/analysis/utils/python_profile_analysis_utils.py	0.00% <0.00%> (-88.41%)	:arrow_down:
... and 59 more

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