[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 Job ID Name Coverage
  Build
passed #244709
docker
build_linux_37

00:13:20

passed #244710
docker
build_linux_38

00:12:16

passed #244707
intel macos
build_macos_intel_37

00:16:11

passed #244708
intel macos
build_macos_intel_38

00:14:04