Fix the dhparam_check test

Fix the dhparam_check test

genpkey can sometimes create files that fail "openssl dhparam -check". See
issue #14145. We had some instances of such invalid files in the
dhparam_check test. Now that "openssl dhparam -check" has been fixed to
work the same way as it did in 1.1.1 these tests were failing. We move the
invalid files inot the "invalid" directory. A future PR will have to fix
genpkey to not generate invalid files.

We also remove a "SKIP" block that was skipping tests in a no deprecated
build unnecessarily. Nothing being tested is deprecated.

Reviewed-by: Paul Dale <pauli@openssl.org>
Reviewed-by: Shane Lontis <shane.lontis@oracle.com>
(Merged from https://github.com/openssl/openssl/pull/14146)