[ci] update to r-lib/actions v2.12.0, align 'pip' and 'python' to same interpreter in 'build-python.sh' #10229

Job	Run time
Python - oldest supported versions (manylinux_2_28, Python 3.9)	3m 23s
bdist wheel (manylinux2014-arm, gcc, Python 3.13)	11m 46s
Python - latest versions (manylinux_2_28)	4m 57s
regular (ubuntu22.04, clang-17, Python 3.13)	1h 0m 2s
sdist (ubuntu22.04, clang-17, Python 3.13)	23s
bdist wheel (macos-15-intel, clang, Python 3.13)	26m 22s
mpi source (manylinux_2_28, gcc, Python 3.10)	8m 1s
gpu source (manylinux_2_28, gcc, Python 3.13)	13m 36s
sdist (macos-15-intel, clang, Python 3.9)	19m 35s
mpi source (macos-15-intel, gcc, Python 3.12)	29m 13s
mpi wheel (ubuntu22.04, clang-17, Python 3.10)	11m 15s
bdist wheel (macos-14, clang, Python 3.11)	10m 46s
mpi pip (ubuntu22.04, clang-17, Python 3.12)	1h 0m 2s
mpi source (ubuntu22.04, clang-17, Python 3.13)	1h 0m 3s
sdist (manylinux_2_28, gcc, Python 3.9)	11m 58s
sdist (windows-2022, MSVC, Python 3.10)	8m 37s
regular (macos-15-intel, clang, Python 3.11)	29m 33s
regular (windows-2022, MSVC, Python 3.11)	9m 41s
bdist wheel (manylinux_2_28, gcc, Python 3.10)	13m 25s
regular (manylinux_2_28, gcc, Python 3.11)	13m 50s
bdist wheel (windows-2022, MSVC, Python 3.13)	7m 46s
all-python-package-jobs-successful	4s
NuGet package	-1s
	6h 54m 17s

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