Update `gen_coverage` and `gen_docs` to align with `build_locally` #5892

Job	Run time
build_windows (3.10)	43m 52s
build_windows (3.11)	43m 7s
build_linux (3.12)	34m 8s
build_linux (3.11)	33m 50s
build_linux (3.9)	34m 40s
build_linux (3.10)	33m 23s
build_windows (3.9)	46m 26s
build_windows (3.12)	47m 6s
build_windows (3.13)	45m 47s
build_linux (3.13)	34m 14s
test_examples_linux (3.11, false, ubuntu-22.04)	8m 26s
test_linux (3.10, false, ubuntu-22.04)	10m 22s
test_linux (3.9, false, ubuntu-22.04)	10m 17s
test_linux (3.13, false, ubuntu-22.04)	10m 24s
test_linux (3.12, false, ubuntu-22.04)	10m 22s
array-api-conformity (3.10, false, ubuntu-22.04)	5m 27s
test_linux (3.11, false, ubuntu-22.04)	10m 20s
upload_linux	0s
test_windows (3.10, false, windows-latest)	3m 55s
test_windows (3.9, false, windows-latest)	3m 51s
test_windows (3.11, false, windows-latest)	3m 55s
test_windows (3.13, false, windows-latest)	4m 2s
test_windows (3.12, false, windows-latest)	3m 56s
upload_windows	0s
Clean up anaconda packages	0s
	8h 1m 50s

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