MAINT: Show sklearn configurations in CI jobs

[david-cortes-intel]

Description

Adds a print that should show additional sklearn information that might be useful for debugging.

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Checklist:

Completeness and readability

• Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
• I have resolved any merge conflicts that might occur with the base branch.

Testing

• All CI jobs are green or I have provided justification why they aren't.

[david-cortes-intel]

/azp run Nightly

[azure-pipelines]

Azure Pipelines successfully started running 1 pipeline(s).

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.

Flag	Coverage Δ
azure	81.19% <ø> (?)
github	82.83% <ø> (+0.01%)	⬆️

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[david-cortes-intel]

Currently fails in python3.9 due to an issue with the distutils module which was removed from higher python versions. This PR should be merged after the CI jobs drop python3.9 in favor of 3.14. CC @ethanglaser .