[conda][doc] Test Sphinx docs on Linux only. The docs build locally on macs...

[conda][doc] Test Sphinx docs on Linux only. The docs build locally on macs but fail in the CI somehow.
4 jobs for pin-dask in 16 minutes and 11 seconds (queued for 1 second)
Status Name Job ID Coverage
  Build
passed build_linux_37 #244709
docker

00:13:20

passed build_linux_38 #244710
docker

00:12:16

passed build_macos_intel_37 #244707
macos intel

00:16:11

passed build_macos_intel_38 #244708
macos intel

00:14:04